qbawl

You can use a Linux CD and, as you would with Windows, just format over XP and then install your distro. You could wipe the drive first with DBan or KillDisk, or even use GParted to eliminate an XP partition, but none of those steps are really necessary.

You could also keep XP and dual-boot; it's pretty easy with most distros, especially those like Ubuntu, Mint and the like.