Ofc its possible to triple boot this way. It only depends if u didnt foked up the instalation of bootloaders. What is the loader that pops up on first boot? GRUB or NT loader (or LILO of selected)? For dual/triple/x boot is grub more flexible, so use that crap.
generally speaking when instaling more OSs (having more bootloaders):
There's no standard for where the boot loader should store its data. The boot loader will normally occupy a space on your drive called the 'Master Boot Record' (MBR) but this is just as volatile as any other part of your hard drive. As a result, you may find that occasionally your MBR will be overwritten during system maintenance or an OS upgrade - thats why u probably should start the proces from scratch, and not to mess around, cos in these cases, the boot menu provided by either Grub or Lilo will disappear and you will instead boot into the default operating system without any other options. To repair your installation in these cases, have a Live Linux CD to reinstall the boot loader - thats why "starting form scratch".
simply: install Windows, instal BT, install Ubuntu (in this order) and GRUB should start after BIOS post. if there is only two options (like Win and Ubuntu) u can add more systems simply by editing GRUB conf:
Go to "/boot/grub/"
Open "menu.lst" file as root
Add the lines like this to the file and save it:
title LINUX2 (WTF DISTRO)
just be sure to install Windows first, or they will fok it up.