|You should probably install the XP hard disk drive by itsel.f|
Then, boot XP and go to Start -> Settings -> Control Panel -> System.
Click the Advanced tab, then down to Startup and Recovery, click the Settings button. On the next screen, under System Startup, make sure the time to display operating systems is checked, usually with a value of 30 seconds. Then you should be able to shut down, set the other drives as slaves, then connect them and pick your OS from the boot menu.
I've never tried booting three different hard drives, so there's no guarantee this would work. The easiest way would have been to create three different partitions and install all three OS's on one drive. Of course, you'd have to pick between Windows 95 OR Windows 98, because you can't dual-boot those two together. Installing one would overwrite the other, making it unbootable unless you have a boot manager.
See this computing.net post from 02/DEC/2000:
Dual Boot Win95/98