How to install Parallels on new MacBook Air

I currently use a BootCamp installation of Windows XP installed under Parallels 5 on a MacBook Pro.

I own a license for Parallels 6, but I haven't installed it on the MBP. I have the OEM installation disk for Windows XP.

I'd like to install Parallels 6 and Windows XP on a new MacBook Air (announced today) running Lion.

I don't own an external DVD drive. I'd prefer not to buy a copy of Windows 7.

Is there a (relatively easy) way to install Windows XP into Parallels without a DVD drive?

Could I create a virtual machine file on the MBP that I could transfer over to the MBA if I installed Parallels 6 on the MBP?

Is there a (again, relatively easy) way of getting Windows XP on a flash drive?

Thanks for your help.