Solved

It seems that there's something wrong with the "dual boot" option built in the Zephyroth's 10.5.2 Rev.2 DVD

When I choose "dual boot -> Windows bootloader", the installer makes no change of my disk, no Windows partition activated, no chain0 file written in, no boot.ini modified.

During this time of installation, I've pick up the option "Single boot-> Darwin MBR bootloader".
After that I can now boot into Mac, and also I can get an OS select menu by pressing F8, which can make me boot into XP,too.

What's more, after logged into XP, I set the Windows partition active and use the chain0 method again. This time chain0 works perfectly.