Before the installation of ROS the HDD had a single FAT partition with Windows XP SP3 (fig. 1). During the installation I had created a new partition for ROS (fig. 2, partition 'D:'). After selecting the partition, the installer asked me about a type of partition formatting (fig 3.).
The problem is that the installer is going to format C: partition of Windows XP, which I didn't select. Okay, let's try a quick C: formatting. After formatting the C: partition, the installer asked about formatting of D: as well (fig. 4). Further installation process occurs without any oddities.
After completion of the installation process, there are only Freeloader's files, Recycled folder and no Windows directories on the C: partition (fig. 5). Of course, Windows didn't boot (fig. 6). On a D: partition there are only ROS root directory
It seems that Freeloader was installed on the first FAT partition
By the way, this bug doesn't happen if Windows XP is installed on NTFS-partition