Installing WIndows with a USB stick

Hi Guys,
my problem is I have a notebook which has no CD/DVD-ROM.
It came with linux already installed.
Am using an IPWireless modem which has no drivers for linux,hence, can only work on windows.
I wish to format the linux and install Windows[XP/Vista] but since there’s no cd/dvd-rom, a USB stick is my only option if I want to install windows. I have never done it before so am pleading anybody with some knowledge on how to do it to help.

Can somebody help me out?
Am also open to suggestions.

Thanks