Yeah multibooting is fun.
You have to install windows first because it installs the WINNT loader in the MBR.
Dont have much experience with BSD but I think you should install it next,
since you're using mandrake, which will install, I forgot if it was lilo or grub because I also have mandrake 10 in my system, but according to seether its LILO.
Personally I'd suggest using GRUB, coz its kinda easier to configure, and if you have an error, you can esily correct this at boot time.
My system currently has 2 Slackware installs (one for my livecd project) LFS, Debian, Mandrake (which I might erase soon, maybe I should try FreeBSD or OpenBSD) and WinXP.
Multibooting is really fun