Installing Windows XP to Thinkpad X41 (Not Tablet)

Alright so I got a used IBM Thinkpad X41 from my uncle which had windows xp installed on it. He asked me to reformat it so his companys information and other data would be fully erased.
Some specs on the X41:
Does not have CD/DVD Drive so I can't install windows that way.
Does have USB slots, so I think that will be the only way to install (correct me if I am wrong). 
Me being a complete newbie, I full erased the hard drive (so there is no OS). The laptop still turns on but when i let it run it says:
Media Test Failure, Check Cable
Exiting Broadcom PXE ROM
Operating System Not Found
Luckily the Bios still works and I can access it but there is nothing I can do to restore it back to factory state or recover.
The Bios does detect my usb drive and I have placed that in the number one spot for boot order.
If there is anyway I can get an OS installed onto my pc I would be grateful. Note I don't need to install XP on the first install, If installing windows 98 or 95 will be faster and easier we can do that.
I can take it from there as all I will need is the xp install files which i have copied from my cd to my computers share folders.
Thanks again hopefully there is a solution to my problem, I'd really like to have this laptop for school as im going into grade 12.

Welcome to the forum!
Fastest and probably least painful way around this is to buy or borrow a USB CD-ROM and take it from there...
Good luck.
Cheers,
George
In daily use: R60F, R500F, T61, T410
Collecting dust: T60
Enjoying retirement: A31p, T42p,
Non-ThinkPads: Panasonic CF-31 & CF-52, HP 8760W
Starting Thursday, 08/14/2014 I'll be away from the forums until further notice. Please do NOT send private messages since I won't be able to read them. Thank you.

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