The Darwin (Mac OS X) boot loader will boot Windows XP but the XP boot loader will not boot OS X, so I would say the most efficient route of installation would be to install XP first, then OS X. If you had already installed OS X first, I think you could install XP, then boot your OS X from the boot132 disc, mark your Mac partition active (or does DellEFI do that?), and rerun DellEFI.app to reinstall the Darwin bootloader. That should then allow you to boot both OSs from the Darwin bootloader.
My Mini arrives Wednesday and this is my first post. The above answer is my knowledge from my experience with my desktop Mackintosh with a munky EFI boot, and from the vast reading I have done here and on InsanelyMac. Thanks to the entire OSX86 community!
Dell Mini 9 - 16GB STEC SSD, 1GB RAM - No webcam, no bluetooth, no WWAN
Dell Mini 9 - 16GB STEC SSD, 2GB RAM - 1.3MP webcam, BT, no WWAN