You could just stack the jobs, when the Windows installation is complete, the Linux jobs would run.  If you want this to be an option for the first time a machine comes online with DS, just add this to your Initial Deployment.  That way, the first time a machine comes online and boots to PXE it will kick off this job (or set of jobs).  I would, at the very least, add a do nothing job as an option just so that you aren't destructive on every new machine that comes into DS.

How can you stack a PXE Menu though??

All i need is for altiris to reboot the machine and use a certain PXE menu once

You aren't really stacking the PXE menu, you are stacking the tasks within the job that PXE is calling.  If you don't want to stack that many tasks inside the job, you might set the last task within the job to call the Linux job upon success.

so atm I have a task to install windows using PXE Menu 1

how to I set a task to use PXE Menue 2?

Assuming you are using Initial Deployment, you can click on the Jobs tab and add as many jobs as you would like.  Every job added here will be another menu option.

If you are doing this strictly via PXE, I think that is a little more difficult than it needs to be.  Ian Atkin came up with a solution that may be perfect for you.

https://www-secure.symantec.com/connect/articles/imageinvoker-progress