The trick is to install WinNT/Win2K first, then install Linux.
When you install Linux, be sure to make your root Linux partition bootable, and specify that the installer should put your boot loader on the superblock of your root Linux partition.
Be sure to create a Linux boot disk for your system as well.
Leave your Linux bootdisk in A: and reboot. If all went well, Linux will boot normally. Once it does, you need to peel the boot sector (the first 512 bytes) off your Linux root partition and save it to a file. The dd command does best for this.
Take this file, called, say, "bootsect.lnx", and save it somewhere where you can reach it from Windows. Boot to Windows and edit the C:\BOOT.INI file. Add a line to the bottom of BOOT.INI something like:
C:\BOOTSECT.LNX="RedHat 7.1 Motherbitches"
(the name is my brother's idea, not mine)
While still in Windows, copy the BOOTSECT.LNX file to the root of C:. Next time you boot, you should be able to select "RedHat 7.1 Motherbitches" from your WinNT/Win2K boot menu and boot into Linux
There's actually a tutorial on this that's a bit more detailed than I am: