Always compare the SHA-1 hash of your ISO with known good values (search on MSDN or BetaArchive). Corruption leads to boot failures.
Easy2Boot is a tool that allows you to drag-and-drop multiple ISOs onto a USB. It includes a special "WinHelper" feature that loads SATA drivers on the fly. This is the most advanced but foolproof method.
Microsoft ended support for Windows XP in 2014. Using XP on a machine connected to the internet poses severe security risks. This guide is intended for legacy hardware, offline testing, or retro-computing enthusiasts.
Microsoft no longer officially hosts Windows XP for direct download, as support ended years ago.
If your goal is simply to run an old XP application (rather than retro gaming with direct hardware access), skip the USB entirely. Use: