I can't give you all the info you require. I can however help you in the right direction.
First of all, I would suggest that you partition your Primary Master disk into 3 partitions. Don't format any partitions yet, wait until you are installing the OS to select the filesystem. Install Windows 2000 first, then install XP as a dual boot. Lastly, install Linux, with a boot loader, either GRUB or LILO.
Set up your boot loader to load all three operating systems.
And yes, Linux is compatible with NTFS, but I've never worked with it myself. Someone here will have better info for you on that.
Hope this helps you in the right direction.
Intel P4 2.4B
MSI 645E Max-U Mobo
SB Live 5.1
WIN2K PRO SP4