You will have to install a bootloader like LILO or grub.
One of those will be on the Linux CD.
Like m3trj said, so long as it's an extra drive that doesn't have anything on it, and you pay attention during install, it won't mess with your Windows files.
The reason I say pay attention is I've heard stories of people who don't pay attention, and accidentally write over their Windows stuff. When I installed Fedora, it asked me if I wanted to keep my Windows stuff, so it knew to leave my windows drive alone.
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