http://www.linux.sh/loadlin.html
in 2003 you still could install linux on a FAT32 system and boot from windows, you could even share your swap space with the file windows was using for the same purpose.
So an autoexec.bat with a menu and loadlin called in the process. It was not even a big penalty.
We were real hackers like this : http://www.tsgk.net/cowboyz/tdc.html