It can be hassle dual booting 2 OS's from 1 hard drive if anything goes wrong, as it can stop both OS's from functioning.
I agree with Jospeh that its much simpler to use 2 hard drives and install the OS with only the one drive in the system.
Once finished, put the other drive back in and choose which drive to boot from in the BIOS setup.
This makes each OS entirely independent of each other so if anything goes wrong with one, the other will still work fine.
I have to agree, the easiest method is to use two hard drives. Otherwise, install Windows first, and then during the Linux install it gives you the option to partition the disk to shrink the Windows partition. Upon booting, there will then be the option to choose between Windows and Linux.