Windows XP does not support using EFI to boot so you must use bootcamp to install XP. You can install Vista though because it does support EFI. So you have two options. One would be to upgrade to OS X 10.5 or the other would be to buy a copy of Vista. Personally I would upgrade to 10.5 as it is cheaper and will let you use XP as you already own it.
I hope this helps. Good luck.