There are several issues with the statements you made. 1) installing XP twice usually means you installed XP on top of it's self. If you are seeing two options when you initially boot for running XP it just means that your boot loader has two entries however both of them will most probably not run. Right click on My Computer and then select Properties from the dialog box. Next select the Advanced tab at the top and then click the Startup and recovery button in the bottom box. From there you can Edit the boot.ini file and remove the extra entry for the XP version you don't need.
Installing Linux normally requires a separate partition formatted for Linux however there are versions of Umbutu that will run under the Windows operating system that give you most of the functionality of linux. Here is a link to the windows installer for Umbutu http://www.ubuntu.com/download/ubuntu/windows-installer
Ubuntu is probably the most popular Linux OS and the most like Windows. Just note that you don't require another partition to install Ubuntu on the same hard drive - you can also install alongside. Also, there are known issues in installing Windows XP and Ubuntu with the bootloaders. I've seen a lot of people with non-functioning Windows afterwards.