Bootcamp is a wonderful tool, but also a pain when you wish to do non standard installations. What I wanted to do was have 1. MacOS HFS+ partition, 2. Windows XP NTFS partition and 3. Data partition (in NTFS format so it can be read between Mac and Windows).
The reason I like to use the third partition is so that I can share my Thunderbird E-Mail folder between Windows and Mac, not to mention various other things like Dropbox folder and work related files.
So to begin with, I can say this was slightly a struggle. First of all I can discuss the things I tried that DID NOT work. Those are:
1. Naively thinking that I could just make a third NTFS partition in Windows (i.e. D: drive) and it would work. No it doesn't. Windows just simply refuses to boot if you have that 3rd partition. I got some problem about HAL.dll not being present, NTLDR is missing, or some other disk error, no matter what I tried.
2. Booting into the Windows XP recovery console via the CD and doing something like 'attrib -H -R -S c:\boot.ini, del c:\boot.ini, bootcfg /rebuild, fixboot.' Save this step. It didn't work for me.
3. Expanding HAL.dl_ from the Windows CD in the i386 folder. Didn't work.
So let's get to the good stuff. The steps that worked. Largely inspired by this site, I was finally able to achieve my dream of having three partitions.
Note: You will NEED Snow Leopard to do this. This is because Snow Leopard secretly has some support for read/write of NTFS if you dig deep.
1. Boot into Snow Leopard.
2. Open Disk Utility from 'Finder->Applications->Utilities->Disk Utility. Make your partitions 1. Mac HFS, 2. Mac HFS, 3. FAT32. Label partition 3 as 'BOOTCAMP'
3. Restart the machine, and run the Windows XP setup. There's no need to install it fully at this stage. Once you reboot, you can go back into MacOS and proceed with the next step.
4. Backup the Windows partition using WinClone (important, you MUST use WinClone and don't skip this step)
5. Download and install Tuxera NTFS for Mac for NTFS support.
7. Using Disk Utility, erase the 2nd partition as made earlier and format it to 'Tuxera NTFS.'
8. Restore the image, as created in step 4. (This is the most important step).
9. Restart the machine and try to continue with the Windows installation. It 'should' work.
For some reason, after four days of fighting with the system, it all worked smoothly and I was able to continue with my Windows installation and haven't had a problem booting Windows since.