Wowsers! Cannot use a VM to accomplish this.
The following I haven't tried, but is the approach I would take:
Format the drive completely empty. Install each Linux to it's own partition, and keep track of which one was done first. I would do Ubuntu first, then OpenSUSE, and then Fedora. Make sure you do an advanced install, or at least have the option to customize your hard drive layout. Each one would only need to be say 20 GB in size... Have the Fedora partition write to the master boot record.
Once everything is installed, you should be able to either run a rescue / repair disk, or boot knoppix, and edit the /boot/grub/grub.conf and define each bootable partition. Make some meaningful descriptions. You will need to do this if you
install Windoze last, as it will clobber anything that grub setup.
Next, you need to edit your grub.conf file to ensure each partition is properly listed. Note the root (hd0,1) area... that is hard disk 0, partition 1. You will need an entry for each linux version (hd0,1) (0,2) (0,3) but properly aligned.
My /boot/grub/grub.conf has these lines:
title Fedora (version)
kernel <bunch of stuff>
title Looze XP