If you want to start from scratch (i.e. with a blank hard drive), then you can use FDISK or even the application built into most Operating System setups to partition your drive.
However, if you want to keep data on the drive or wish to do it using a more friendly interface, you may be better off using something along the lines of Partition Magic. Windows Vista also has a non-destructive partitioning tool though I've not used it so cannot vouch for it, nor do I know whether or not you use Vista anyway.
Personally I quite like Partition Magic, but it will set you back a few bucks and may not be worth it if you want to start from scratch and are only likely to do this once ever couple of years.