in my computer there is inbuilt windows vista so is this possible to run another different window in it?
You can install whatever your want in multiboot.
Also if wanting to replace the os (single boot), but you then need to format, and therfore to remember that some pre-installed computers have a proprietary build bios:
if you format, your computer is no more recognized as hp, packard bell or whatever you want, and you subsequently get thrown out of installing whatever: check this point.
in theory (cos i always failed to set up dualboot ;D)
you can setup dualboot (you can google the instruction) or you may wanna use virtual machine like VMware or virtualbox (http://www.virtualbox.org/) 
“normal” dualboot works flawlessly if installing to the same harddisk the newer os after the oldest one, altough of course harder if the bootfiles are not the same (NT/Vista-Seven, the issue with Win9X being that it cannot start from something else that the C:\ partition in Dos mode).
The trick in such a situation is to realize a small Dos partition, head of disk, containing nothing but the bootsectors of each OS and Win9X, and then to write each OS to a dedicated partition).
It is not much harder to do the same the opposite way, but forces one to cheat somewhat with mbr and boot.ini.
Opposite as what is often being said, the order in which you install linux and windows is not relevant, and only forces one to also cheat with lilo, grub, or boot.ini.
Multiboot is a little long to realize but perfectly possible even on external devices: my working usb key, based on grub and syslinux, boots from your choice Ms Dos, FreeDos, Networking Dos, Puppy, BartPE.
It is another story when trying to multiboot from separate harddisks or separate logical partitions of a usb key, and there, you might indeed succeed or fail after a long time of settings and trial.
The subject is largely documented, e.g. at http://www.911cd.net or http://www.msfn.org
When you have a problem with a multi boot configuration you can use EasyBCD from within Windows. It helped me out on my triple boot system.
where’s the OP? 88)