I see you've asked an old question, but one which gets asked time and time again.
There are many such threads if you would like to use this forums simple search facility, but if you choose otherwise, here's one such thread for you to read...
As far as I am aware, it is possible - either by installing on a different partition, or by "keeping the file structure intact" and choosing a folder other than windows to install to. I'm only 90% sure on this though.