XP pro installation onto an extended partition?

I think you can install winxp on the other partition, use you winxp pro system disk boot up your computer.(make sure boot up your CD-ROM first) after you can see a blue screen. then wait for a little while, you can see 3 choices. 1 is install xp. choose the first option you can install winxp on other partition for sure
 
Choose the first option you can install winxp on other partition for sure

It appears you can only install onto a primary partition and not an extended partition, which was the whole point of my question ....