You can write your own menu.lst or just edit any one from a selected distro.
Say if you have Linux A with Grub controlling the MBR then that Linux will be booted directly. The remaining Linux B, C and D can then be booted indirectly by chainloading each with 3 lines like
Code:
title Linux B in partition (hd0,5)
root (hd0,5)
chainloader +1
You can add the above line even before you install Linux B.
During installation you just make sure Linux B is installed into the 6th partition of the 1st hard disk or (hd0,5) and instruct its installer to put Grub (work equally well for Lilo) inside the root partition or (hd0,5).
After installation Linux B will become bootable. Just repeat the same for Linux C and D by specifying the correct partition number.