Kanotix has, by default, comes with the web browsers Mozilla Firefox and KDE's Konqueror.
By the way, you may want to take a quick look at my site:
http://www.virtualsky.net/daves
Click on the "This Week's Episode" button. Right now, I've got a step-by-step how-to on installing Kanotix from the CD. It does not include setting up a dual boot system, but it may help you feel more comfortable in the whole installation process.
For dual booting, just don't install the boot loader over top of your system's existing MBR. When prompted for a reply in this regard, choose "the other option." I've only set up a dual boot system with W98, never with XP, so this process is something I've never had to go through myself. Again, if you're going to try an installation (rather than just booting from the CD), back up any critical data first.
Check out the Kanotix community forum, at
http://kanotix.mipooh.net/ Do a search for messages relating to dual booting. There's most likely more information regarding this process there.