I'm working fine with XP/w2k/Redhat9
I have 3 partitions in a same HD.
First installed WinXP, after Windows 2k, at last Redhat 9.
Win2k configures both partitions (WinXP y Win2k) in order to boot between those OS's.
File configured when you install those OS's is c:\boot.ini (in first partition)
Installing Redhat9 in third partition you can configure /etc/grub.conf in order to boot Linux and Windows OS's.
When you turned on the machine, first executed is Linux Grub, asking for the system which you want to start. If you choose Windows OS, next screen is the menu of boot.ini asking for the Windows system that you want to start (in my case Win2k and WinXP).
I hope this help you.