Installing W XP alongside Ubuntu

I use Ubuntu Linux 11.04 and want to install Windows XP Service Pack 2 alongside Ubuntu(as dual-boot). Is it possible to do it, or should I have installed Windows first and then Ubuntu? . I'd like to install Windows only for off-line gaming purposes, that's why I don't want Service Pack 3; security is not important here, as I will keep the computer disconnected from the net when using Windows.

Hi!
I have multiple OS's which I use occasionally, along with XP, on my main internal HD.

BUT, all my extra OS's, are on their own HD's, which I just connect when I want to run
one of them. That way, each OS has the exclusive use of it's own HD and they never
interact with one another. If I want to remove an OS, I simply reformat that drive and
put something else on it, without ever messing with my main OS.
I never have to worry about some errant Boot Loader screwing up and locking me out
of everything.

Old Railroaders term, "Never the trains shall meet!"

Good Luck,