Hey Ivan1973,
maybe I mis-understood you, did you want to be able to boot up a "parallels" version of windows XP from a USB stick - i.e. always using the USB stick, and not installing XP onto your mac?
- not sure how you would do this, I know how to setup a WinPE bootable USB stick - but not one running a parallels installed XP setup.
OR are you looking to install windows XP onto your mac, but you do not have a DVD drive (i.e. macbook air) and the "parallels" XP install will run from your mac's hard disk?
if it is the later - that link I mentioned works.
It's the same process for windows XP - you just substitute your Windows XP install disk for the Windows 7 install disk.
using an XP.iso image instead of a win7.iso image
The process for changing the MBR is exactly the same. (as per the blog instructions)
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however you decide to do this, it will require you having your installation media in an .iso format (DVD image)
There are plenty of freeware "Create Bootable USB stick" progs out there, I use UNetbootin it can be found free
here
Run the software and select the "disk image" option and point it at your XP.iso file.