The only way I know how involves using another OS: BeOS or Linux. Basically you need to partition your hard drive. This can be done in many ways. There's serveral commercial partitioning programs out there. You should get one if you buy a new hard drive retail. There's also different ones on the different distributions of Linux. You'll need at least one partition for each OS. Then you'll need to install each OS on it's respective partition.
Okay, here's the hard part. You then need a boot-loader to load whichever OS you want at boot time. The Windows boot loader, obviously, ony allows you to load one version of Windows. Both the BeOS boot loader and the Linux boot loader, LILO, allow you to boot Window partitions as well. All versions of windows need to be installed first. Then install whatever other OS you want and the ability to setup the bootloader to boot multiple OS's should be in the install.
I don't know of any commercial boot loaders or about the boot loaders of Windows NT or 2k. I am also almost positive that there is an easier way to do this, unfortunately I don't know what it is. I hope someone else can help because I'm wanting to get a copy of Windows 95 to play around with and dual boot with Windows 98 SE.
I hope this helps and makes some sense.
I'll be signing off now.
Ben Porter.