Chances are, that will not work. But heres an idea, install Windows XP first, and then on another partition or hard drive, install Mac OS X. From there type the following, and you should have a dual boot configuration regardless.

Boot DVD with F8 -s
type:

fdisk -e /dev/rdisk0
flag 1
write
quit
reboot

and when the Darwin bootlioader appears you should have two options when you press ENTER--> Look something like this,

1). MacintoshHD(Whatever the name of your Leopard partition is)
2). Windows NTFS (Windows XP or Vista)

You can select either partition and boot into your desired operating system.

There you have it, a dual boot configuration.

Let me know how it goes. - Cheers! =)