Go to Start-Run and input msconfig and press enter. Click on Boot.ini tab and click the button marked "Check all boot paths" and you should be given the option to delete them.
Alternatively navigate to C:\boot.ini and delete the lines for the ones you dont want. You might have to remove the read only tick on this file in properties.
Install to external disk is not supported by XP, ypu would need to rewrite ceratain usb files for it to work.