Linux uses that method, which is compulsory anyway. Windows, is possible, but apparently not without problems.
First off, format the partition to use the same kind of file system as your boot partition. If it uses NTFS, format it as such.
On that new drive, configure its pagefile. (Right click My Computer, select Properties, select Advanced, under Performance, click on Settings, select Advanced, select the new drive and set its page file size)
Next, select your boot partition and tell it not to use pagefile (No paging file radio button)
Once done, restart your PC.
Don't understand, ask MS.
http://support.microsoft.com/kb/307886/