I do not believe you can combine the two HDs (Windows 2K and XP) and make them a multi-boot Windows system because each HD has its own NT boot loader.
I gather the Windows XP and 2K were installed independently in each HD by judging that you are selecting a boot HD (2K or XP) from the BIOS.
The first Windows must be present when installing the second Windows to make a dual boot system. The two Windows are to be installed with different driver letters.
Options:
1. Multiboot system with XP, 2K, and Linux. You have to clean install XP with the Windows 2K HD as the 1st boot HD then to install Linux. You will get a Startup menu from which you can choose Windows XP, 2K, or Linux. It is strongly recommended to install the latest Windows the last. The Linux is to be installed after Windows.
2. Dual boot system with Windows 2K and Linux. Make the 2K HD as the 1st boot HD in the BIOS. Install Linux in its own HD. You will get a Startup menu from which you can choose Windows 2K or Linux. If you want to boot from Windows XP, you need to make the Windows XP HD as the 1st boot HD in the BIOS.
3. Dual boot system with Windows XP and Linux. Do the same procedure as above replacing 2K with XP.
If you need more info or help, please add a comment.