What machine are you using? And, do you have OSX on a CD?
I have created a blank partition on the same drive as windows and also used a blank HD (both ways work), stick in the OSX cd and follow the install process, when it ask you where to install
"WTF" click on disk utility and format the partition or drive to "journaled" then the partition or drive will show up in "where to install OSX". Click on the drive and follow the rest of the install process.
You also need to make sure your processor is SSE, there is a link back in this conference to check that out.

This is kind of quick because I have to go but good luck and if at first you don't succeed, try try again
