Having blasted my X60s and nearly pulled all my own hair out here is a recipe to do this. It is really rather straight-forward, and will leave your Windows in tact.
1. Grab your 4gb memory key and insert into a Windows box. If you have an x60 and no external drive you really you should have one of these: [ put it on your keyring! ]
2. Grab this from a Windows box: http://sourceforge.net/projects/unetbootin/
3. Select Fedora, Live and then OK.
4. When done, insert into your X60 and boot.
5. When logged in select "install to harddrive".