I haven't with those particular distros, but I have done a dec-a boot (10 OS's) with Windows, BSD and Linux.
If booting three, make partitions like this:
/dev/hda1 Windows
/dev/hda2 /boot (80 Meg, just in case)
/dev/hda5 <swap> (double your RAM)
/dev/hda6 / (Red Hat)
/dev/hda7 / (SCO)
/dev/hda8 Shared (FAT32 so all OS's can write to it and read from it)
Install Windows first, then Red Hat. Make Red Hat use a separate boot partition (which it usually does). Install SCO next (with no boot partition), as it will overwrite Red Hat's boot partition. Next, install the bootloader onto floppy.
Boot into Red Hat and go into the boot directory. Make a folder called 'SCO' in this boot directory and copy the kernel from the SCO floppy into this folder. You can then modify GRUB in /boot/grub.conf or /boot/menu.lst to add some additional lines to point to the SCO kernel.
e.g.
title SCO
kernel (hd0,1) /boot/vmlinuz root=/dev/hda7
That should give you something to work with. If you are still having problems after this, post back.