Ok, I'll take a stab at this. It's been awhile since I've done this. LOL
The usb drive probably won't work. You need a restore cd or an original xp disk. Since you now have 3 versions show up in the menu it appears that you have installed it 3 times or 2 extra times. One of those should be the original version that you wish to boot into. You'll have to try each one until you get the one that is asking for the recovery cd and start from there again. But as I've said, you'll need the recovery cd as the other xp cd does not seem to do the job.
Some laptops require the recovery cd ONLY because that is how they are configured. The recovery cd will also contain additional files such as specific drivers, etc. that will only be for your particular lappy. It may even look for something encoded on the recovery cd or it will not work. Laptops are funny that way. LOL
Try this...go to the manufacturer's website and see if you can download a a copy of the recovery cd. It should be in the support section. If not, you can possibly have one mailed to you but it may cost you a few dollars.
Like I said, it's been awhile since I've done this and may have left something out but I'm pretty sure that you will probably need the recovery cd. There are others ways to do this but they are complicated. btw, what is the make and model of your lappy?