Another advantage of such a dual-boot system is that you can configure your system so that both OSs, Linux and Windows, have access to the same data directories and files. But, that is another story. (Hint: use Samba for that.)
Of course there are other products you can use for boot management such as System Commander and LiLo that will let you have both Linux and Windows installed on the same computer. Or you can use a product such as VMware, which lets you run several operating systems, including Linux and Windows at the same time.
LiLo, which comes with most, if not all, Linux distributions, takes some effort to configure and use for boot management. See for example, Lilo mini-HOWTO and Multi-Booting with LILO. (Links in the Resources section at the end of this article.)
You will find a 30-day trial version of VMware included with some Red Hat Linux distributions. However, VMware requires substantial RAM and is somewhat expensive. Although if you have the system resources to accommodate VMware, being able to run both Linux and Windows concurrently is pretty darn slick.
(The standard version, VMware Workstation, is $299. However, a light version, VMware Express is only $79. Links to Red Hat Linux and VMware are in the Resources section at the end of this article.)
Caldera's OpenLinux 2.4 Linux distribution ($35) includes a special, Caldera Edition, light version of PowerQuest's Partition Magic and Boot Magic. OpenLinux 2.4 is very easy to install and very easy to use. And the OpenLinux 2.4 installation procedure includes the hard drive partitioning and Boot Magic configuration necessary for a dual-boot system. (A link to Caldera OpenLinux is in the Resources section at the end of this article.)
Some other Linux distributions also come with a light version of Partition Magic and/or Boot Magic.
Even so, we are sufficiently impressed with the fully-featured PowerQuest version of Partition Magic that we suggest you start with the fully-featured PowerQuest version from the git-go. Partition Magic ($70) includes Boot Magic. However, PowerQuest also distributes a stand-alone version of Boot Magic ($40). (There is a link to PowerQuest in the Resources section at the end of this article.)
There are other partitioning tools too such as the DOS/Windows fdisk or the Linux fips utilities. However, fdisk easily could be the most horrible computer program ever devised by mankind. It is tricky to use and can completely destroy all the data and files on a hard drive without even blinking an eyelash. Fips is not that much of an improvement over fdisk. For any partitioning chores other than preparing the hard drive on a new system for OS installation, use Partition Magic!
Conclusion
Linux and Windows can get along and live together quite comfortably. And they can do that on the same computer. One trick is to set up a Linux/Windows dual-boot system configuration.
An excellent, easy, and safe way to set up a Linux/Windows dual-boot system is to use Partition Magic to create Linux-formatted and Windows-formatted partitions and logical drives on the computer's primary hard drive. Then use Boot Magic to run whichever OS you wish to use when you start or re-boot your computer.
Resources
Comparison of FAT16 and FAT32 File Systems (FAT32 article)
LDP (Linux Documentation Project)
Lilo mini-HOWTO
Multi-Booting with LILO
Products
Caldera OpenLinux
PowerQuest (Boot Magic & Partition Magic)
Red Hat Linux
System Commander
VMware