Hello lorenzo. Welcome to NST.
Let's start off with making sure you have done the basic things first.
Get
EasyBCD 2.0 Beta and install it.
When you're trying to install XP, verify that you are *booting* from the CD, i.e. make sure the CD/DVD drive is first in the boot sequence in the BIOS (which you can access by pushing F2 or similar at startup...it should show what key you need to push on the first splash screen you get to after turning on your computer). Once you have changed the boot order so the CD boots first, insert the XP installation CD, save the changes you made to the BIOS, and exit.
You should now see a message called "Press any key to boot from the CD". Once you see that, press a key to boot from the CD, and begin the installation process of XP. (I'm not going to guide you through the whole thing...I will assume you will have the basic intelligence necessary to accomplish that part of the process. Just make sure it installs to the partition you want it to install to)
Once XP is installed, boot from the Vista DVD (if you have one...if not you can use our recovery disk for the same purpose), and run Startup Repair 2-3 times to restore Vista's bootloader.
Boot into Vista, open up EasyBCD, navigate to the Add/Remove Entries section. Go to the Windows tab, select "NT/XP..." in the Type drop-down menu, give the new entry an appropriate name, click on Add Entry to create the new entry, hit Yes at the prompt asking you if you want EasyBCD to auto-configure boot.ini for you. Download "ntldr" and "ntdetect.com" from the link provided in the same dialog box, and then open up Disk Management (Start>right click on Computer>Manage>Disk Management), and check the "flags" there on your partitions. Note the one that is marked with "system", and then place the two files you downloaded into the root of that partition.
Now reboot, and you should have a working Vista-XP dualboot.
Cheers, and if you have any more questions, check out the links in my sig below (at the very bottom). Should help you figure out what you need to know.
Jake