if you want to dual boot or triple boot.Then installing xp at first is very good option.
1st install xp,then install windows 7 and then install ubuntu in separate partition for each.
after installing win 7 you'll see two option for os xp and win 7.You don't need any third party softwares for this.Now to install ubuntu through wubi you'd better login to win 7 first.You can download it from here.Using wubu is the best option for it is fast easy and safe.Just extract the file and run wubi.exe.Then select the partition you want to install ubuntu in go forward.The installation continues after restart.You can just press the arrow head until you find ask ubuntu
in red letters.click it,run firefox and surf the internet during installtion.
computer will reboot automatically after completion.Now you'll see three os options in the boot menu xp shown as previous version of windows,win 7 and ubuntu.
enjoy and have fun.
If you already have win 7 installed and want to use xp and ubuntu,then,just create a new partition for xp.install xp in the partition.But the problem is you won't be able to login to win 7
.so there are to ways to use xp and win 7.
1.install vista in third partition(you might require easy BCD).
2.you boot through win 7 cd and repair(remember to choose the drive with win 7 not xp)
Download easy bcd from here.
Just add win 7in the enrty.
You can try easy bcd right after installing xp.But it didn't help.You can try your luck anyway.
motive of using method two is to login to windows 7.so you can try other method you know to do so.I added windows 7 fire edition to the new entry in easy BCD and enabled it in boot menu option.But u could not get windows 7 entry in the boot menu after restart.
best of luck.
