Just tried the live Cd, there are no boot options visible.
My Cd install procedure (Gloria) shows three option,"Single disk" (A definite NO-No), "side by side" (i assume this will give dual boot, though i have not tried it myself, and the "manual" mode.
i list them just so you can check yours is the same.
Do you have anything on your "D" drive?
If anyone knows if the "side by side" option will dual boot without problem, please step in (all my linux stuff is on a second drive) as the help manual is not clear on this point.
If you have access to a formating tool, Acronis/Qtparted/Gparted, it may be better to use that to set up a swap partition and a 'linux' partition, then use the "manual" option, your drive should look like this after the install, no matter which route you go down.
Windows (40 gb) - Linux (39 gb) - Swap (1gb) and the Linux partition will include the "/" (root), "Home" and "tmp" folders need for operation.
At this stage i am guessing the "side by side" option should work, these folk have been doing this distro for many years.
Best of luck, which ever way you choose,