I have XP in one partition, Suse 10 on another one and GRUB works fine when I mod the menu.lst.

When I install other distris that have either LILO or GRUB, do I remove their respective menu.lst so that it won't interfere with the first menu.lst? I only need one, right?

If you install additional distributions/operating systems, do not install a bootloader with them; installing one probably just breaks things up. In the setup choose not to install a bootloader, and after reboot use one of your other OS' to alter the existing GRUB's menu.lst to include an entry for the new operating system.

Alternatively you could let the last OS installed also install a bootloader, overwriting the existing one, and configure it right away to boot all operating systems. If the setup automatically detects all the operating systems, this may be the easiest way, but otherwise I'd let the bootloader uninstalled and configure the existing one after a reboot.