So, the magazine had the 5 cd disks for fedora? What volume number of the magazine is this.
By step 5, I assume that you mean the partitioning section.
From the Fedora installation documentation located
here;
Use free space on selected drives and create default layout
If the selected drives have capacity that has not been assigned to a partition, this option installs Fedora Core into the free space. This ensures that no existing partition is modified by the installation process.
So, this assumes that you have free space on the drive that is
NOT partitioned, or used by Windows yet.
I will also guess that your system has all of the disk space partitioned as NTFS? In this case, there is no free space to use for Fedora.
If this is the case, you need to use a partitioning utility to shrink the Windows partition and leave empty, unpartitioned space for the Fedora installation. This also assumes that there is enough unused space on your drive to shrink the Windows partition and use it for Fedora.
You can do this from within Windows XP, I think, but make sure that you defrag. the Windows drive first, to assure that no stray files are located near the end of the Windows partition.