Installing New SATA HDD as Bootable and how to partition ?

Please help me what to do after i plugged the new seagate barracuda 7200 - SATA HDD 250GB[ST325310AS] as bootable for XP professional OS.
I had got this new HDD as replacement from seagate.
So i need what to do if all i plugged the cables into motherboard, then putting the Windows OS XP professional CD, then guide me what to do by step by step what options should i choose to format,partition and installation.
My motherboard is Intel DG35EC.
I don't know what is Master,slave, primary,...
Just tell me step by step which options should i choose to for partition my hard disk into 4 or 5 partitions.
How to do this, then tell me what to choose whether FAT or NTFS ?
In future i want another OS for dual booting might be vista or windows 7 in D drive[in this same HDD].
So please tell me what to choose the options.
I have only this new sata hdd for bootable

Please guide me.