I figured this out when I had to install Linux on a 7 year old craptop with no support for booting from peripherals. Oh, and I had to keep XP intact.
Here is the guide (note, before doing this, BACK UP! There is a chance something could go wrong):
Step 1: Visit http://lubi.sourceforge.net/unetbootin.html and choose a distro you would like to install from the list, and download the installer by clicking on the version. If you are using Windows, download the exe file, if you are using linux download the RPM, DEB, or sh. DO NOT RUN THE PROGRAM YET!
Step 2: Get your hands on a copy of an iso (whichever distro/version from that list). Put the iso on a partition of your hard drive (not your primary booting one) or a formatted USB stick.
Step 3: Now, run the file you downloaded for unetbootin (be it exe, deb, rpm, or sh). It will do a few things, and then ask you to reboot. Do so.
Step 4: In your bootup menu, (Grub, Lilo, the windows one, etc...) you should notice a new entry that starts with Unetbootin. Select it and boot from it.
Step 5: You should reach the installer for whichever distro you picked. All of them are different, but there are two things to keep in mind:
1) You need to keep the original windows or linux partition intact. This may mean you need to shrink it to leave room for the new linux partitions. Do not use the guided or automatic partitioning scheme as this will wipe away windows or the other linux!
2) When asked if you want to install grub, do so, and do not change any of the settings.
If you have any questions, ask here, or check the guides linked to on the http://lubi.sourceforge.net/unetbootin.html webpage.