I might have been not clear enough:
1) Fdisk/partition/format your drive so that you have just one primary partition and rest of space unallocated
2) run the USB_multiboot batches (without re-formatting)
3) after you have tested the XP install routine works, DO NOT TOUCH the first working partition, the MBR code, the bootsector
4) simply use your preferred partition tool to add, one by one, the other partitions, installing to them whatever you want and adding booting entries for them into the menu.lst on first partition
Remember that unless you want/need for any reason this first partition NTFS, you can have it FAT32 and well add to it the PE, DOS (7.x/8.0) and trinityhome.
Otherwise, I suggest you to use DOS from a disk image loaded via grub4dos, instead of swapping partitions, the PE can well be added to first partition as well even if NTFS, and since trinity appears to be working entirely from RAM, it may even work on NTFS