I looked for the FC3-i386-DVD.iso but could not locate it on the website (I probably just missed it). Where is that file located at exactly?
I suggest using BitTorrent: http://torrent.linux.duke.edu/
The one you want is heidelberg-i386-DVD.torrent
If you want to do a regular download, try the mirrors listed at http://fedora.redhat.com/download/mirrors.html - at least some of them have the DVD ISO in the "iso" directory for the release.
Note though that many of these servers do not support large files (>2GB properly) and will not be able to handle the 2.3GB DVD ISO properly, whereas BitTorrent will do it reliably.
I apologize for not being too clear about the hard drive. The hard drive that I plan on installing Fedora on does not have XP installed on it. It was simply formatted by XP.
So you're just going to overwrite it completely, in which case there should be no problem at all (no need to resize existing partitions etc.).
Paul.