"dare to explore" should be encouraged and expected. However, for your case, they are thousands of ways to get the thing done but only few means are actually recommended or the correct way. If I were you, I would spend time onto getting the thing done right at the first place. Overall, not everyone is as lucky as Newton and I am sure neither of us could be enlighten by a falling apple, could we?
install 2003 first then linux, make sure not to overwrite the partition for windows. grub supports dual boot.
win 2003 will be deprecated soon, install 2008 instead