There isn't really an FDisk for XP, it doesn't work if you use NTFS anyway (least not the one I have)

Go to: Start, settings, control panel, administrative tools, computer management and then the Disk Management item in the list on the left. If XP has noticed the disk and it's all set up and connected right (master/slave configurations and whatnot) you'll see it on the right. Right click on it, select format, pick your options and go have some tea.