Answer:
If you wish to keep Mandriva, and you do not have an empty space available on the hard drive, you will need to shrink Mandriva's partition, using a partition editor like GParted. Windows will only install to the first partition of the drive, though the partition can be moved. So you will need to shrink Mandriva's partition from the end, towards the beginning of the partition, and then move it towards the end of the drive. Move the swap partition as well. You can then create an NTFS partition, or use the Windows installer to do so.
After Windows has been installed, boot from a Mandriva LiveCD, and enter the following commands:
grub
root (hdx,x)
setup (hdx)
quit
For "root (hdx,x)", the first x is for the hard drive number. If you have only one hard drive, this will be 0. For the second x, use whatever partition Mandriva is installed on. If it is the third partition, use "2". If it is the second, use 1. If it is the fourth, use 3, and so on.
For "setup (hdx)", use the number of the hard drive you want the MBR (Master Boot Record) written to. If you have only one hard drive, this will be 0.