Problems? You mean Vista installed its boot manager as the default and you now have to use it to boot into XP? That'd be what I'd expect it to do and that would need to happen if they're both on different partitions of the same physical drive.
If they're on different physical drives, though, I can see why you might prefer to use the BIOS' boot drive selection options (assuming it has such).
Typically linux will offer to install a grub boot loader on your main boot disc as determined by the BIOS drive order at install time and that grub boot manager will give you a menu to select the booting of linux or your other operating systems. It is usually also possible to tell it to install the boot loader on the MBR of the physical drive that linux is installed on, even if that is not the system's #1 priority boot drive in the BIOS table ordering.
If you've got these OSs on physically different drives and don't want to risk changing your current setup but want to use the BIOS to select what drive to boot, I'd unplug the other two drives before installing UBUNTU.
If you want to be sure about the way UBUNTU lets you customize boot loader menus / settings / installation during OS installation, you should ask around on ubuntuforums since people there are probably a little more fresh on the details of *exactly* what options it has and what its defaults are for a given ubuntu version.