Windows XP comes with a crippled partitioning utility. There's a small chance that you will be able to use that, so let me give you an introduction. Go to Start -> Run and enter:diskmgmt.msc
The problem with this utility is that one can't use it to re-size an existing partition, so unless you see that you have at least 2GB free after your C: partition, you'll have to use a third-party partitioning utility to make your C: partition smaller.
If you do have some free space then right-click on it to see what your options are. Regardless of the program you use, you will have to create an 'extended partition' first -- which is like an envelope for additional partitions -- and then create a FAT32 partition within that. It might sound daunting but the programs make it pretty easy.
However, since you probably won't have extra space at the end of your disk, I expect that you will need to get a third-party partitioning utility. I highly recommend Paragon's Hard DIsk Manager. I used to use Partition Magic but had some situations where it made an ugly mess, so I switched. Norton has since bought Partition Magic and has probably fixed the problems. You might already have it as part of their tools.
I also suspect that you could find a friend who wouldn't mind showing off their tech savvy by adding that partition for you.
I hope this gives you enough to get started. Let us know how it goes.
