You have 4 primary partitions, you cannot add any more.
You need to select one to be removed, remove it, and then rezsize / move the partitions to create one big enough empty, non-allocated partition.
Then you need to create extended partition on that unallocated one, and create as many logical parttition you may need ( root, swap,home ?)
All the above you need to do in ie. gparted.
One to be removed might be ie. Windows Recovery partition. Your system should have a tool to create some 3 DVDs out of that Recovery Partition for possible later use. Other possibility might be to move the partition as a whole to ie. USB drive.
There are quite a many threads concerning similar situations in the net, Key words are ie. "4 primary", "HP_tools" (if you happen to have HP), "extracting Recover" etc etc.
Hopefully somebody who really can help and explain happens to see this thread ...
and write a proper tutorial !
Edit: the reason you cannot do anything with gparted might be that your HDD is mounted ? Use the same gparted to unmount ( when in live DVD)