You allowed grub to take control.
That's what it does unless you use "advanced" options when installing the boot manager for Linux, so you are presently dual-booting through grub, not using Vista BCD.
EasyBCD, as the name implies, is a program designed to help you manage Vista/W7's BCD, and dual-boot through it.
You will either need to get grub working again after you install XP (EasyBCD won't help you with that), or you'll need to put the Vista bootmgr/BCD back in control as I described before.
If you do decide to boot through Vista, you'll have an extra complication. You didn't use "advanced" when you installed grub.
If you had, you would have put grub in the same partition as Linux; but you allowed it to take over from Vista, and when XP takes over from it, there will be no grub in the Linux partition for the BCD to chain to.
That means that instead of just adding a Linux entry to the BCD as I described before, which would have chained to grub in the Linux partition, you're also going to have to reinstall grub into the Linux partition, for the BCD to have something to chain to.