Windows XP when it installs will blow away the MBR. The way I installed was partion my drive and hide a partion (xp will want to use the whole drive). Then install XP, then unhide the partion and install Linux. You probably could repartion after the XP install with partion magic etc. Since you installed Linux then Windows my best guess is to rerun the Fedora install as an upgrade and maybe it will reclaim your MBR and install grub there without formatting your drive.
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