As Bernhard suggested, the order of installation can be significant in this type of situation. If Windows was installed after Fedora, the simplest option would be to re-install Fedora.
Why?
The most common way to achieve a multi-boot environment such as you've described is to leverage one of the popular Linux boot loaders; Grub or Lilo. The boot loader is a small program that is responsible for loading an operating system kernel into memory then passing execution control to the kernel which will continue to load the operating system.
How does the computer determine what or which boot loader to execute?
An on-disk boot sector called the master boot record [MBR]. The MBR is the first sector, 512 bytes, of a disk. On the MBR there is, usually, a set of instructions for loading the appropriate boot loader, called bootstrapping. Fedora likely installed a boot loader for you, probably Grub2, and made the appropriate changes to the MBR.
So what?
Windows will overwrite the MBR with its own instruction set, this is why installing Windows first is "recommended" for this type of configuration. Additionally, if you have a two disk configuration with Windows on one disk and Fedora on a separate disk then you will need to ensure that your BIOS is configured to boot from whichever disk MBR includes bootstrapping for your Linux boot loader. In both cases your Linux boot loader must be configured to perform a process called chain loading. This is when a currently executing piece of software is replaced by a different piece of software. In this case, at times, you wish to replace your Linux boot loader with Windows so that you can boot into that operating system instead. Presuming a Grub2 install once again, your configuration could resemble:
menuentry "Microsoft Windows XP" {
insmod chain
set root=(hd1,1)
drivemap -s hd0 hd1
chainloader +1
}