well...if you did a little searching, you would find tons of answers (try...google?)
As for your answer, it has to do with partitioning the hdd. Or you could have two hdd's and get a program (cant remember what its called..my friend has it) that lets you boot from the desired hdd on startup
*edit* the program is called boot manager (he got it from download.com although I'm sure there's many other programs just like it)