I have an Apple Pro notebook. I am thinking whether I can boot Windows XP without installing it on the laptop, so that I am able to access programs which are compatible to Windows XP.
There are two experimental options to install and boot Windows XP from an USB Hard Drive.
The first method is a "USB drive only" installation where no traces of Windows will be on your MacBook Pro. However the only way to boot into Windows is to start Mac OS X and then select the external drive for boot.
The second method requires you to dedicate a small part of your internal Hard Drive to Boot Camp but Windows itself will be installed on the USB Hard Drive. This option also allows you to boot into Windows using the option-key (alt) during bootup.
Both require you to manually modify your installation CD since Windows XP doesn't support USB boot by default.
Although you can use Boot Camp to boot other operating systems (including Windows XP), none of your mac software will be compatible with Windows.
I don't think you have any chance of making that work. In order to run Windows on a Mac, you need software to isolate the Windows installation, and that can only be done with virtualization software such as Boot Camp, VMware, or Parallels.