Press "Windows-E" to open a new File Explorer window. Click "Computer" in the navigation pane. Right-click the drive letter of the CD/DVD drive, and then click "Properties." Click the "Sharing" tab.

Power on your computer and insert the Windows XP installation disc into the CD drive. It may take a few moments for the drive to open if you have just started up.

Open Windows Explorer, right-click on the USB drive with it's uniquely assigned letter, and select Create shortcut. It'll appear on your desktop. Right-click it and select Properties.