STFW for starters. There are several tutorials on this topic at LQ as well as countless existing threads.
I'd have to say the writing in most of them leaves a great deal to be desired, but my own writing style is far too verbose, convoluted, extemporaneous, and rambling for most people's taste - so who am I to criticize? What was I saying?
I'm assuming XP is already installed, so it's probably too late to do anything about that. Given its size, I'm not sure shoehorning it into 20GB would have been my choice. But the 20GB would have been good for /boot /home /swap partitions - which could be shared by all the Linux distros - leaving sufficient room to sextuple or octuple boot if you really wanted to. My only advice is to think very carefully about your partitioning scheme.
Grub should have no difficulty handling this without presenting "cascading boot loader screens". Tutorials on grub are also available at the above link.