First, defragment your hard drive*. This is absolutely essential.
When I was experimenting with Linux, I used the recommended utility Gparted (
http://gparted.sourceforge.net/) to create and size the main, swap, and boot partitions. I'd get the LiveCD (
http://gparted.sourceforge.net/livecd.php) version so you can create a bootable CD. Once you've downloaded and burned the ISO image (you will need a utility that can burn images - most can), pop the CD into your PC and restart. If you've got your CD/DVD drive at the top of your boot priority, Gparted will start up. I'm assuming you know how to change the boot priority if this isn't the case.
Once you're in the program, it should be pretty intuitive and easy to use - everything is labeled, and there is even a Help section. Fuller documentation is available at
http://gparted.sourceforge.net/documentation.php.
EDIT: Oh, and one other thing: You'll have to select a filesystem for the new partitions; go ahead and make them NTFS. After that, you will have to "mount" the partitions (i.e. make them recognizable to the OS.) It's fairly simple, but weird stuff like '/dev/hd3/' can be pretty intimidating at first.
Good luck!
*The Gparted LiveCD also has a defrag utility, in addition to a ton of other cool stuff. It's one of my essential bootable CDs
