Does Mandrake came with a bootable CD? If so, when you boot, check if there is an option to write a boot loader, either lilo or grub (I prefer grub since it's easier to modify the setup).
You should install the boot loader in the master boot record of your master drive on the primary IDE port, which is most likely the drive where XP is installed. You should be able to set grub up to boot both Linux and XP.
Note that by writing the grub loader in the master boot record you may end up being unable to boot XP if your grub setup is incorrect. If you boot Linux and edit the grub config file, probably /etc/grub.conf, you can fix the setup and try again. In the worst case where grub/lilo would not work, with Windows 98, you could fix this by booting from a startup disk and issuing 'fdisk /newmbr'. I'm not sure how this is done in XP.
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