There are two ways to partition a hard disk:
a. using the DOS FDISK programme (treat the disk as new and start from scratch). BUT, you need to know how to use it;
b. use a proprietary disk partitioning programme such as Partition-Magic, which you can use AFTER progs have been installed.
The disk will be partitioned concentrically, with the outside sector being your C: drive (assuming you are only talking about one disk); subsequent partitions will be allocated D:, E: etc depending how many you choose.
Your CD ROM will bring up the rear with F: for example.
Install Windows on C: as normal, and use the other 'drives' as backups and for storage of personal data. If ever you lose your OS, you just need to reinstall on C:, and you don't lose EVERYTHING.
Although it's only one disk, the OS sees it as many separate disks, hence the advantage.
This is just the bare bones of it. It you want more (I'm nipping out), just ask!
Cheers
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Me, sweat? I'm that cool, it's condensation.