Okey the first question is
Is it impossible to start windows xp if its not the first partition?
the second is, Is there any tool where i can switch place of partitions easylly? (no, partition magic didnt let me move linux partitions)
the third is, can grub start linux even if its partition is on an extended partiton
fourth, you can only have four primary partitions but how many logical and how many in an extended?
and the fifth and last question is, I have a partition table like

Device Boot Start End Blocks Id System
/dev/sda1 * 1 5099 40957686 7 HPFS/NTFS
/dev/sda2 5100 7649 20482875 83 Linux
/dev/sda3 7650 7776 1020127+ 82 Linux swap
/dev/sda4 7777 17847 80895307+ 83 Linux

Id like to put sda2,3,4 int one extended, can i do this without loosing any data on them? (well I wont loose anything if the swap gets lost right?)

Is it impossible to start windows xp if its not the first partition?
Yes, in grub, use the map command to make windows think it is the first hard drive.

Is there any tool where i can switch place of partitions easylly? (no, partition magic didnt let me move linux partitions)
Not that I'm aware, but keep looking

third, can grub start linux even if its partition is on an extended partiton
I believe it can although I haven't tested this idea

fourth, you can only have four primary partitions but how many logical and how many in an extended?
If you create 4 primary partitions, that is all the hard drive can have. If you create 3 primary and 1 extended, I think that extended can have 20 logical partitions. But why go to that trouble

and the fifth and last question is, I have a partition table like

Device Boot Start End Blocks Id System
/dev/sda1 * 1 5099 40957686 7 HPFS/NTFS
/dev/sda2 5100 7649 20482875 83 Linux
/dev/sda3 7650 7776 1020127+ 82 Linux swap
/dev/sda4 7777 17847 80895307+ 83 Linux

Id like to put sda2,3,4 int one extended, can i do this without loosing any data on them? (well I wont loose anything if the swap gets lost right?)
To my knowledge, partition magic is the only utility that can do this kind of thing.