If you're still a fan of Windows XP or Server 2003, and a fan of installing it to and booting it from USB 2.0 \ USB 3.0 \ AHCI \ LAN or anything that has no inbox-support, you should get familiar with my little utility called IntegrateDrv.
IntegrateDrv can take a Windows installation and integrate drivers to it and set various components to boot start,
so you could then proceed to install Windows to things like a UFD connected to a USB 3.0 port,
The best part: it doesn't require burning a CD, you could use the original microsoft provided Windows installation CD.
The tool is for general purpose use, but for now let's talk about USB 2.0 and USB 3.0 installing and booting:
For installing from and booting to USB 2.0, follow these steps (assuming G is the UFD drive letter):
1. Create an active FAT32 / NTFS partition on the UFD.
2. Create a boot sector on the UFD:
bootsect /nt52 G:
3. Create a Windows installation on the UFD:
winnt32.exe /syspart:g /tempdrive:g /makelocalsource /noreboot
4. Use IntegrateDrv to set the USB components to boot-start and include the Wait4UFD (Initialization driver that will wait for the USB system disk to appear):
IntegrateDrv /usbboot /driver=..\Drivers\Wait4UFD /target=G:\
For installing from and booting to USB 3.0, the last step should include integration of the USB 3.0 Host Controller and Root Hub drivers, if you have an AMD A75\A85X based motherboard, the drivers are included with the IntegrateDrv package:
IntegrateDrv /usbboot /driver=..\Drivers\AMDUSB30\usbxhc /driver=..\Drivers\AMDUSB30\usbhub /driver=..\Drivers\Wait4UFD /target=G:\
Note: If you're using a USB hub then you should also integrate its driver as well.