Yes, install XP, then Vista (will update the boot environment and should - although I have not tested - add XP to the Vista boot environment. )
Then, follow my instructions here
https://www.techspot.com/vb/topic76345.html
...to add Linux to the Vista boot menu. When you install Linux don't write grub to the MBR write it to the bootsector of / and follow the instructions in the link above. Alternatively, install XP, Vista and then Linux (allowing it to write grub into the MBR) and trust that the Linux bootloader does everything you want (what the poster above is suggesting.)
What you are suggesting is 100 PERCENT possible - in the past I've had as many as 12 operating systems installed - just stick at it till it works. Make sure you have all the boot disks, installation CDs, etc that you need in advance, incase your machine becomes unbootable.
Post back here immediately if you have a problem and we can walk through it together.
Doing as I have instructed will result in a Vista Boot loader running in the MBR which can call Grub to boot Linux and from which all three operating systems can be lauched.
If you need more detailed instructions just ask. I am here to help.