I wanted to install Windows XP Pro on my USB thumb Drive

And my daughter wan't a pony... it simply isn't going to happen.


Well, in reality you CAN install to a USB flash drive as seen here: http://www.ehow.com/how_5860747_install-xp-usb-flash-drive.html
However, this is going to be good for the computer you are installing to, and will likely not work on other computers unless they are running similar hardware.

If you are looking for something to use for recovery uses then you can look into Bart PE (or any other PE version of windows) which will give you broad hardware support, but limited OS functionality. Otherwise it is best to stick with Linux for such things.