NTFS will be read only under Linux.
Here's what I would do, Izzane: Four patitions. First three partitions are 10GB, fourth is 30GB. Install Win2K first on the first partition. Then install WinXP on the second partition. Then install RH9 on the third partition. Use XP to format the 30GB space as FAT32. RH9 will automatically pick up XP and 2K and throw them in the boot loader for you (2K and XP will overwrite RH's without so much as a kiss on the cheek).
Now you've got your triple boot system, with a 30GB file-share partition that any of the systems can see.
That's how I've done it in the past and it worked well for me.
Some of the Linux gurus might have better ideas for you though.
I forgot to mention that if you use this method, XP might think it's native drive is D, rather than C. If you're neurotic like me, it might bug you, but it doesn't affect the performance of the machine at all. You just have to remember to install programs to D instead of C on the hard drive.