"Multi-boot" is a fancy way of saying that you want a menu when your computer starts up so you can choose which partition (and perhaps even a different operating system!)
Windows uses NTLDR to control booting in windows... If you prefer this (instead of installing linux's very handy GRUB boot loader)...
boot.ini in the first primary partition (pointed to by the MasterBootRecord) in Win XP is an easy to modify text file that will allow you to boot from a different partition (other than where the boot.ini file is).
A sample of a default Boot.ini file from Windows XP Pro
[boot loader] timeout=30 default=multi(0)disk(0)rdisk(0)partition(1)\WINDOWS
[operating systems] multi(0)disk(0)rdisk(0)partition(1)\WINDOWS="Microsoft Windows XP Professional" /fastdetect multi(0)disk(0)rdisk(0)partition(2)\WINNT="Windows 2000 Professional" /fastdetect
30 Seconds to choose either Windows XP from the first disk and first partition or the first disk second partition (windows 2000)... the default is the WinXP...
bootcfg.exe is a Windows XP utility that can make things easier (especially if you've had a crash and want the software to automatically detect windows partitions and create the MBR and boot.ini for you...
Note that the boot.ini file is often "hidden" (Tools -> Options -> View -> Show Hidden) and read only and a system file... attrib -h -r -s c:\boot.ini
Apparently to add linux you can add the following line at the end of boot.ini c:\bootsect.lnx="Linux"
BUT this also requires that you copy the first 512 bytes of your linux installation (it's boot partition info) into a file that Windows can read:
From linux (if your linux installation is on the first partition of the second ide drive, "b1") dd if=/dev/hdb1 of=bootsect.lnx size=512 count=1
From windows: http://www.winimage.com/bootpart.htm