There are a number of documents available that describe in detail how to multiboot just about any number of OS's using NT's OS loader. When I finally bought Windows NT, I already had Windows 95 and Linux installed on my system and I was using LILO to multiboot between them. I decided to add Windows NT to LILO instead of using NT's OS loader.
Originally I had Windows 95 on my first IDE disk drive and Linux on my second IDE disk drive. The Linux drive became my third IDE drive and I installed a new IDE disk for Windows NT as my second drive. Even though I haven't tried this in different configurations, I believe the order with which each OS is installed or which drive it is installed on is unimportant.
Just remember to create those emergemcy bootup floppies when each OS prompts you to!
Because I used Gilles Vollant's BootPart utility and BootPart only supports drives up to 4GB in size, this may not work if you have drives of larger capacity. If you need to work with drives greater than 4GB, contact Gilles directly (see BootPart documentation for Gilles' e-mail address).