SLAX is a wonderful Live Linux on CD. I just managed to put it on hard drive without touching the booting of Windows 2000/XP or repartitioning the hard drive.

1, Installing GRUB for win32:
w32grub.zip contains the GRUB boot loader. This is
necessary if you don't want to boot from floppy or
CD-ROM.

Just unzip it to c:\ then run c:\boot\grub\w32grub
This would patch the necessary files(under XP, not
linux). Then add :

c:\boot\stage1="GRUB" to c:\boot.ini

and you now have a grub boot loader on your XP system
which can be used to boot all flvors of linux. Check
the GRUB manual for detail how to add entries to GRUB.

2, Modify C:\BOOT\GRUB\menu.lst to append an entry for SLAX:

title SLAX

       kernel (hd0,0)/boot/SLAX/vmlinuz max_loop=255 init=linuxrc load_ramdisk=1 ramdisk_size=4444 apm=power-off vga=791 root=/dev/ram0 rw

       initrd (hd0,0)/boot/SLAX/initrd.gz

       boot

3, Make a directory C:\BOOT\SLAX

Extract \boot\initrd.gz and \boot\vmlinuz in the SLAX iso file (or CD-R) to
C:\BOOT\SLAX

4, Extract the directories \base, \modules AND the file \livecd.sgn in the iso file (or CD-R) to C:\.

All set!

After rebooting, select GRUB on Windows 2000/XP booting menu,
then “SLAX” on GRUB booting menu.

Drive C: can be in FAT or NTFS format.

BTW, FanX is a nice Chinese version of SLAX.