I have a working triple-boot system. I have SuSE, Minislack 1.0.1 and Minislack 1.1 installed on the same hard disc and I can boot to any OS without any trouble. While I do not have Windows installed on my computer I think I can instruct you on how to configure your system to get it to boot the way that you want it to boot. My boot scheme is based on GRUB because it is easy to configure using SuSE's installer. I think that you can easily configure GRUB with the RedHat 9 installer and so my suggestion is based on that assumption.
First, blank your hard disc. You can do this with DBAN (
http://dban.sourceforge.net/). If you use DBAN, use the "blank" option to blank your hard disc. This will eliminate the possibility of previous installations influencing your current effort. You do not need to go as far as securely blanking your hard disc, which DBAN will do by default.
Second, partition your hard disc with one primary partition for each OS and one extended DOS partition. Within the extended DOS partition, create a logical partition for your swap space.
If you choose to install Windows, install it before the other operating systems. I would put it at /dev/hdx1, where "x" is the proper device.
Then install Mandrake to /dev/hdx3. Configure its bootloader to install to the root of /dev/hdx3. If the installer automatically detects Windows and adds it to the bootloader configuration, remove the option of booting Windows. The bootloader installed by Mandrake should only be able to boot Mandrake and it must be located at the root of /dev/hdx3. Additionally, format and configure the swap space during the Mandrake install.
Then install RedHat to /dev/hdx2. Choose GRUB as the bootloader for RedHat. Install GRUB to the MBR. If the RedHat installer automatically detects and adds options for booting Windows and Mandrake, leave the options as part of the bootloader configuration. If the installer does not automatically detect the other OSes, manually add a boot option for Windows and for Mandrake. Mandrake should be "chainload"ed. You might have to pry around the RedHat installer to find this option but Mandrake will not boot without "chainload" specified. Also, make certain that the options are properly labeled. The options presented at boot time might not say "Windows" or "Mandrake" unless you specify those labels during the RedHat install. RedHat's GRUB should be able to boot RedHat, Windows and Mandrake. After reboot, it should be the first thing that you see after your BIOS finishes loading. Additionally, you should make certain that the swap space has an entry in RedHat's fstab so that RedHat can use the swap space (this should be automatically configured).
If you decide not to install Windows, simply leave out the part about installing Windows and adjust my instructions accordingly.
Please consider adding a fifth partition to use as a safe place to store data. I have a partition that only holds my data. This allows me to play with my OS and boot configuration without endangering my data. If you decide to do this, subtract the space used for personal data from each OS and use the freed space to create a logical partition. If you want all three OSes to be able to access this space format it with Windows as a FAT partition. If you decide not to install Windows, format the partition as EXT3 with Mandrake.