How do I make a USB stick that will install both windows xp and linux?

I would like to have the option to install winxp or ubuntu from the same 4gb drive. Is there any easy way to do this? I looked around on google and I saw a textwall or two.

Try MultiBootUSB.

How to create a Multiboot USB Flash Drive that you can use to Boot Multiple ISO Files from USB. [sic]

Perhaps make two partitions, and then use unetbootin to install

YUMI has support for multiple OS’s. I know that Windows Vista and 7 work well, however I do not know if it works with Windows XP. Either way I would start there.