@ Zachary fwiw - I have Windows XP, Linux, and OpenBSD running on one machine using two drives, but it should be possible with one.
I would recommend installing Windows first, or if already installed, shrink the partition using Ranish partition manager or Parted Magic. Create two new primary partitions and an extended partition. Install OpenBSD on primary partition 2, GRUB on a small primary partition 3, and Linux on the extended partition at the end of the disk. Use the chainloader method of booting with GRUB, where the GRUB partition is marked active, and it hands off the boot to the individual OS bootloaders on the other partitions. See here for more: http://www.justlinux.com/forum/showthread.php?threadid=143973
