use Grub to Chainload XP Professional or Windows 2000

To do this you must first either use fdisk (dos boot disk) to format the drives or linux.

One way of doing this is to first install linux. Boot Red Hat 7.2/Mandrake 8.2 install CD, use its partition management to wipe all existing partitions and set up the partition set,including a primary partition for WinXP (which you mark as type fat32 or EXT2).
Boot Windows XP install CD. It will refuse to reformat the partition made in step 1, so it instead deletes and recreates that partition as an Win32 partition. Then finish the install normally.
Again boot Mandrake/RH install CD; and tell it to install GRUB in the boot partition, not on the MBR; complete the install.
This leaves you with a working system that will autoboot into Windows,
since Windows had set the partition table to mark its own partition as
active (bootable). Then use sfdisk to mark the boot partition as active
(sfdisk -A1 /dev/hda) and you have a working dual-boot system.
There is no evidence that the Windows installer mucks with the other
partitions. It does, however, mark its install partition as active,
so make sure you make a Linux boot floppy so you can get back into Linux
to run sfdisk.