I moved this from Community Help which isn't the right spot, to Malware Discussions > Home User Assistance, a better spot for this.
First of all XP service packs are still available for download online if you really search for them and indeed I keep a complete XP SP3 image in the Cloud just in case I ever need it, but that's irrelevant now and in any case XP reaches EOL (end of life) on 8 April this year.
It sounds, from what you said, that in transferring items from one machine to another, you also transferred some infection. The only way to make sure the USB stick is fine is to scan it with a reliable antimalware scanner such as Malwarebytes Free or you could always format it clean.
McAfee also has 2 tools that could be useful, Stinger and RootkitRemover. See the last link in my signature below for suggestions and links to various tools.