Here's some links:
<A HREF="http://www.microsoft.com/windowsxp/pro/using/howto/gettingstarted/multiboot.asp" target="_new">From Microsoft</A> (no mention of Linux, but 2/3 aint bad)
<A HREF="http://www.tweak3d.net/articles/multibootlinux/" target="_new">From Tweak3D</A> (Win2K + Win98 + old Linux)
<A HREF="http://www.zdnet.com.au/itmanager/technology/story/0,2000029587,20265546,00.htm" target="_new">From ZDNet</A> (WinXP + Linux)
I don't know a whole lot about XP and its boot process (why does anyone use it?), but I think it's that same setup as Win2K. Anyway, between those 3 you should be able to get it figured out.
<i>Do I look like I care?</i>