how to create bootable USB with Windows XP liveCD. For Linux liveCD/DVD I can write
cat <debian-iso> > /dev/<flash-drive>, but in windows case this doesn't works
You can use one of the many programs out there designed for exactly this function. Here are a few of my favorites:
Using these apps, you can create a USB that can boot from multiple different ISOs. Including windows.
A great source of information for this kind of thing is the pendrive linux website.