An alternative would be to write grub on the boot partition rather than the MBR and use the Windoze boot loader to get to it. Personally, I prefer to overwrite the MBR and configure grub to fool Windows later.
You may also want to review some of the recent threads on the fedora-test-list, such as the one from early April on "Dual boot FC2T2 and WinXP", for potential issues and work-arounds.
Phil