Looking at the last date, this message may be a bit stale and dated, but it may be helpful for others.

I have a 40 GB hard drive partitioned into 3, with .NET RC1, XP Pro, and Mandrake Linux 9.0 installed and booting up into any one of the three from a boot menu. No need for any diskettes...

And I have tried this in various ways, and it does not matter which you install first. You always get a boot menu with the options, and can change which OS is the default if no choice is made.

Cheers.