Your best choice is to start with Windows 98. I would partition and format the drive in fdisk for Windows 98 and then do the install. Once you are done with Win98 you can just boot to the Windows 2000 or Linux CD and do the Install of one of those Operating System's. You can create the partitions from 2000 and Linux from the install CD.
The reason you want to install Win98 first is because it doesn't have a boot manager unlike Win 2000 and Linux. One thing to keep in mind, if you are going to dual boot with Linux and Win98 you need to make sure you partition size for both the OS's doesn't exceed 8GB. Lilo has a limitation of 8GB.
<font color=red>1GHz AMD x MSI K7T-Turbo x 512MB PC133 x 2-Maxtor 30GB/RAID 0 = Stream Line Butterfly</font color=red>