That gets you Windows and OSX, but it's really easy to break the Windows partition when you install Linux.
To triple-boot, you start with OSX, then install Windows via Boot Camp, then resize the Windows partition to make some empty space after it for your Linux install. Then you install refind, and follow up with installing Linux.
You need to do it that way because Boot Camp won't let you leave any empty space on the drive, and you can't put your Linux partition in front of the Windows partition, because the Hybrid MBR partition table that Windows needs can only count to 4 (or something like that).
On the bright side, I think triple-booting is more robust than it used to be. It's been a while since the last time I borked Windows.