Install XP > Install Vista on a seperate partiton > Install Ubuntu onto another partition of its own and create a swap partition (1GB well do) > Reboot the computer and select Vista/Longhorn from the menu that appears > Donwload EasyBCD if you haven't already done so and recover the Vista bootloader under "boot loader management" > Go to Add/Remove Entries and then click on the NeoGrub tab and make sure it is not installed > Go to the Linux tab, type in a name for your Linux entry, select its partition from the drop-down list, check grub is not installed to mbr, and than finally hit the add entry button > Reboot and test the entry.
If the entry worked correctly, you should get a second menu like the one you saw the last time you booted the computer with the same entries. Select the entry for Ubuntu and verify that it is working. If not, tell us the partition layout of your system so we can go from there.