I have read some articles about dual booting, but still am left with questions about how to approach this.
I want to install Debian, Slackware, and Windows on one hard drive;
I have 160GB, so was thinking of 20GB for each and putting my personal files on the rest.

Do I have to install Windows on the 1st partition?

I'm not sure about the MBR: Is this the first sector of the hard drive or on each partition? Do I need to install an operating system there?

Which boot file do I edit to load the operating systems?

I would appreciate help with this; I'm not familiar with booting. When I installed 2 Linux Distros I just installed the boot loader in the MBR when installing the last distro, but am not sure how to do this with adding Windows.

Install Windows first, I'd give it just one partition, and leave 140GB 'free'. Then simply install Debian, Slackware in whatever order, the installers will probably take care of configuring the boot loader so that it boots the other operating systems, but when you'll want to configure boot options (if this will ever happen); you'll have to use the last installed operating system. Simply always chose to install the boot loader to the MBR.

The /usr/ directory can become very large over time because that is where most of the files for the packages you install go. If one of the linux distros will be the main distro, you might want to increase the root partiton for that distro to 30GB. It depends on how much you will use it and if you tend to install thousands of programs. You will also need a swap partition. 1 GB is usually enough but for suspend/resume, you may need it to be a little more than the memory you have on your system. The rest of the drive could be used for a common /home partition, but using separate home directories in the /home partition would be a good idea to avoid conflicts in the hidden config files in ~/.kde/ ~/.gnome2/ and others. (note: If you edit /etc/passwd, you can change the home directories to use different name and still have the same username. For example user jdoe could have a home partition /home/jdoe-debian and /home/jdoe-slack. You could also do this from the start when adding the user.)

There is one potential gotcha you need to keep in mind. It is the UID that determines access. Some distros use different ranges of UIDs for regular users and groups. The first user added in Fedora or Mandriva would have the UID of 500. In SuSE the first user would have a UID of 1000. I don't know about Debian & Slackware. If you expect to access the respective home directories, make sure they use the same UID.

It may work out better if you only update grub when using one of the linux distro's. Otherwise you could end up in a dueling grub install situation. On the second Linux distro, write the mbr to the root partition (for that distro) instead. Then when using the first Linux distro, mount the second disto's root partition, and open the /boot/grub/menu.lst file for the second distro. Cut and paste the grub stanza that boots the 2nd Linux distro and insert it into the the menu.lst file of the first linux distro and then run the "grub-install" program.

I installed a 64Studio (Debian Etch derivative) partition on my system today that was already multi booting WindowsXP, Slackware 12.0 and the Dell Utility partitions.
Slackware uses LILO as the default boot manager, and I wanted to maintain this.
64Studio uses GRUB as the default boot manager.

What I ended up doing was allowing the 64Studio installer to run, but when the question came up to install the GRUB boot loader to the MBR, I changed it to install to the root partition of the 64Studio partition.

Once the 64Studio install had completed, I rebooted into Slackware, mounted the new 64Studio partition and copied the vmlinuz and initrd files from the /boot directory to a /boot/64Studio directory on the Slackware partition.

I then edited my Slackware /etc/lilo.conf and added these lines.
I then ran /sbin/lilo.

I am now able to boot into 64Studio ( after a small hiccup caused by needing to install the proprietary nVidia driver to satisfy my nVidia GeForce 7300 video card).

To summarise,
Definitely install Windows to the first partition, nothing else.
Then I suggest install Slackware,
followed by installing Debian with alterations along the lines above.

Thanks for the help.
I have a question about boot loaders

If I install the boot loaders to the MBR won't the previous boot loaders be overwritten; how will I boot those operating systems?
Is the boot loader installed in the root partition as well as the MBR?

Why would I need to copy these files; couldn't I point to them?
Sorry, I'm not familiar with boot loaders

Thanks for help.

I have found this to be useful reference for understanding multibooting.
http://www.goodells.net/multiboot/

The MBR is overwritten, but the point is that the MBR only contains sufficient code to cause a jump to the the major portion of the boot code.
When you install a new boot loader, you need to ensure that your previously installed partitions are made known to it.
In my case, using LILO, I need to maintain my Slackware /etc/lilo.conf file. The relevant entries I have under the global section of lilo.conf are shown below.
I found that I needed to copy these files so that /sbin/lilo would run. The actual files used are those from the 64Studio partition, not those in the Slackware partition.

that's it!!!!!!!!! :d