Hopefully no offense and all but I don't think this is a Linux problem. Once Linux was wiped and drive formatted and fresh Windows install it's a Windows problem.Hi Jader and welcome to TSF !
I don't know much about Linux, which is why I'll ask a moderator to move this thread to the linux support section where you'll have better help.
In the mean time see if one of these links could help, they're about installing XP and Linux on the same hard drive but you may find some clues in them :
http://www.geocities.com/epark/linux/grub-w2k-HOWTO.html
http://www.linuxdevcenter.com/pub/a/linux/2006/05/08/dual-boot-laptop.html
http://apcmag.com/6101/dualboot_windows_xp_and_ubuntu
You may find other leads by googling with the linux filter :
http://www.google.com/linux
For instance
http://www.google.com/linux?hl=en&q=xp+dual+boot+two+hard+drives&btnG=Search
Linux is open source so there can be no malicious code. If Linux tweaked something and Windows can't deal with it then Windows users need to figure that out otherwise they look sort of hapless in this case.
Look at it this way. If a Windows install trashed a Linux install, and you wiped the drive and did a fresh install of Linux and it was still hosed would you go to Windows users to fix it?
I'm going to Z-zero the drive including the boot sector, which I can't remember if I did the first time, and do another fresh install. If the problem goes away then we'll know it was Windows.
I think I've seen this problem before too with a old Mephis XP dual boot. In that case the XP shut down time would hang. The only workaround I can think of would be to do separate installs on separate harddrives that are disconnected from each other during the respective installs. Then just make the boot choice at the Bios.