I am trying to install Windows 7 x64 via USB stick but the option of GPT partition scheme isn't there!
I have only MBR option. I am using Windows XP SP3 cause it's the only one available for setup the USB stick.
You cannot boot Windows XP via GPT. GPT disks are supported only by Windows XP 64-Bit Edition.
More generally, only the 64-bit versions of Windows Vista, 7, and 8 support UEFI booting on x86-64 systems; earlier versions and 32-bit versions of the OS can only install or boot in BIOS mode.
32-bit Windows versions earlier than Vista cannot access GPT partitions. Therefore, you cannot create them either. It is illogical to attempt that. GPT is used to overcome the 2TB disk size limit, which still applies to boot disks on all 32-bit Windows-based systems.
If you really want to experiment, you can use a 3rd party loader (Like Paragon's GPT loader) that enables GPT emulation via a driver.