I second maul's suggestion to let Linux handle the booting. There isn't a performance issue with putting your primary bootloader on a Linux partition. Linux is quite good at keeping up with multiple boot partitions.
My suggestion for installation:
1. Install Windows on one 250GB disk (alone)
2. Install Windows 64 on one 250GB disk (alone)
3. Install Linux on the 40GB disk (with the other 2 disks plugged in).
That way the Windows partitons don't step on each other's feet, and the linux installer should hopefully boot both of them smoothly.
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