Select Custom Partitioning (for experts)
You will now come to a screen which shows you the layout of partiitons on your hard disk. Note the nomenclature used in linux. The first hard disk is labelled as /dev/sda Partitions withing this are labelled as /dev/sda1 /dev/sda2 so on and so forth. Now in this example, there are some numbers missing inbetween as you can see. These have gone for the extended partition. /dev/sda5 is actually my D drive, but as it is not formatted it shows up as an unknown partition. /dev/sda1 is the C drive and has an ntfs filesystem.
Select /dev/sda and click on the the Create button, you will get a dialog box as shown below
Click the dropdown list against filesystem and select swap