it shouldnt matter what order u install them in. windows place nice with all its brothers and sisters.
i have installed whistler(xp) beta2 (the betas not the release candidates) and then win2k adv server. they play together fine, boot screen give u selector everything is good.
mandrake 8, win2k pro, whistler beta2 plays well. i just have to reinstall LILO into my MBR. and then mandrake takes care of it (it sends me to NT Loader)