What you want to do is called Dual-Booting, and it's described on this site: http://www.hezardastan.org/breezy_xp_dualboot/en/
. It's instructions for how to dual boot with Windows XP and Ubuntu, but it works the same for Linux Mint because Mint was built from Ubuntu. (Skip past the part descibing how to install Windows XP...) IMO it's easier to install Windows on one HDD and Linux on another, but you can partition a single drive and install both if you wish...
As for file sharing (between drives), Mint already takes care of that for you.
There's a utility that comes with Mint called mintDisk which will automatically detect other drives for you. For P2P programs, all the standard ones work with linux (Azureus, etc).
I find this community to be really friendly, so hopefully it'll help to make your Linux experience a good one. I was recently much in the same spot that you are. I'm still a newb, but I'm learning a little more everyday (and everyday I get a little closer to dumping Windoze for good.
EDIT: BTW, Google
really is your friend here. If you're having any problems, chances are that somebody else has already had them and has posted the fixes somewhere on the net.