Not at all strange. There is probably a master/slave mixup as others have suggested. When that's cleared up, proceed as follows:
Make sure your Linux disk is the master on the first bus in your system (making this the first disk the BIOS will try to boot from).
Then, boot into Linux and configure the boot loader (nowadays this will mostly be GRUB) to include another menu entry pointing at the Windows disk. In my GRUB menu.lst file, the Win2k entry looks like this: