I don't think there's anything exceptional in that configuration..some people run even more distros on a single computer.
You can share basically all the partitions you want to, except for root where the distribution is installed (hmm..by chrooting you just might to be able to do that too? just a thought..not that I'd know if it works at all). But swap, yes, you can share that, and if you wish, you could create your /home for example so that the two linuxes share that..but that's not the point now.
Just see that they both do have their own partitions (the ones you want them to have), and that they do not format Windows in any place. When you install Gentoo, just leave the bootloader out and add it later in Ubuntu (simply see how the Gentoo kernel is named and where it's located, and remember to set the correct partition as the "root" for that section in grub).
I really can't think of how you can mess the setup. When you have Windows and Ubuntu installed, just make sure you have free space and that you only use it..I don't think the partitions have to be in any precise order, as you can freely define during the setup on which partition you wish to mount your swap and so on..
So, to cut it short: install gentoo as usually, but don't install bootloader with it (you already have one). Create the partitions and pay attention on which partitions you make the mountpoints - so you don't accidentally try to mount the Gentoo root filesystem on Ubuntu's root fs or so..Gentoo's installation should not, after all, do anything to the data you have already on your harddisk if you don't explicitly ask it to..
EDIT: oh, and if you plan to share partitions - don't format them during the installation then
sharing a swap partition is easy, like sharing a /tmp, since it shouldn't contain any data when the computer is shut down..so it's just a matter of mounting it from the distro you wish. I'd probably share swap, /tmp and probably /home..but I don't have that many OSes so not my problem
also, as a tip: I'd buy another HD for the other linux..really.