Some things you need to think about. What do you want to be the controlling boot manager, Win 7 or Grub..?
What OS do you want to have as the surviving one if you decide to get rid of the other two?
If you load XP first, which is the recommended way, Win 7 will pick up that install and add its boot files to the XP partition and make a boot menu for you.
When you add Linux, you can add it so the Win 7 boot loader stays in control, or the Linux one takes over.
I am not a Linux expert, so can't help that much there, but the XP and Win 7 installs are fairly straight forward.
For the Linux install, check other sites, and theLink Removed might help. This guide if for Ubuntu, but you might find something you can use.
Remember, you...