What do I press to boot to the USB I just made? Is it F12 or F2 ? Because I pressed F12 in beginning but it did not work and just normally started Windows again. I have XP by the way.
Check out the Dell™ OptiPlex™ GX150 System User's Guide at;
and, in particular, the "System Settings" at:
It may be that this older Dell machine doesn't have the capability to boot from a USB drive. The "Option settings" under the section entitled "Changing the Boot Sequence" in the latter link makes no mention of a USB option.
Arhimed's suggestion to use F2 will display the available boot options. That should be definitive.