I would like to know if its safe to do this to not only be able to have 4 Prime Partitions.Afterwards I it would look like this when finished if possible all booting by GRUB.Should I install Windows XP first and does this effect the BIOS when the Dell Utility is Deleted.

Windows XP
BSD
Linux
Solaris

I would like to know if its safe to do this to not only be able to have 4 Prime Partitions.Afterwards I it would look like this when finished if possible all booting by GRUB.Should I install Windows XP first and does this effect the BIOS when the Dell Utility is Deleted.
 
Windows XP
BSD
Linux
Solaris

It should be safe to delete the Dell Utility Partition, but just to be safe, you may want to "hide the partition" or make a spare partition and ghost it to there first.  You should be able to do that with Partition Magic or Paragon.
 
Then just use GRUB or LILO to pick your poison.
 
Good luck and keep us posted!