What is the safest way to triple boot Macbook Pro?
Lifehacker's guide to triple booting has worked well for me in the past. You will also definitely need refit. I've seen varying reports of how well refit works on Lion - it seems to be that if you don't have FileVault enabled, you should be fine. Obviously make sure to back everything up before starting - any sort of partitioning/boot loader editing/etc is always slightly risky.

The basic steps are: 


Install refit
Partition all the necessary partitions (OS X, Windows, Linux). Be careful at this step, it can be very difficult to resize partitions that aren't HFS+. You'll need three additional partitions: Windows, Linux, and Linux swap. 
Install Windows, then install uBuntu. 


(Lastly, this does not invalidate the MBP's warrantee.)