When you installed linux did the install have a separate bit asking how you wanted the boot loader installed? I've tried many linux distributions (unfortunately not very impressed as a desktop system yet), and most if not all of them have offered boot options. usually ask if you want the boot loader installed in the mbr (so becomes boot loader for machine) or in the linux partition (so depends on being active partition or on another boot manager to boot linux. Also usually shows selection of any other o/s it can boot for you to include.
As I said, to use boot-us (and I suspect any boot manager), the linux partition needs to be bootable - which means it needs lilo/grub (or whatever it uses) to be installed in the linux boot sector (rather than mbr). If your machine is now booting straight into linux, lilo/grub could be in either place - but if you made the XP partition active and tried booting, if XP boots, means lilo/grub is in the linux boot sector, not the mbr.