Hi newcomer and welcome to the Tom's hardware forum.
If with different U mean XP and Vista or Vista and 7, or XP, Vista and 7.
It's not difficult, the only thing that you need bear in mind is that you need a different partition in your HD for install the OS. The other thing that U need bear in mind, is that U need star to install the OS more old, in this case, XP, after install it, install Vista and finally install 7.
Now, if you mean install a new OS different to the OS that comes with your PC, 1st check the manufacturer's web page to know if exit drivers for the OS that you want install on your PC.
The 2nd step is very similar to install different versions of OS. Backup your files, boot from the installation CD/DVD and follow the wizard steps.