Alan, this may be scary for you, but I remember years ago, I had a friend who had an older HP machine that was running Windows ME. It crashed fairly often due the instability caused by cross linked files, where Windows would write one memory address into another. Things are not always running in separate memory spaces as they are in NT versions of Windows.
They wanted to update to XP, but it blue screened during install because the BIOS was unprepared to handle it. I downloaded the updated BIOS, & the computer worked very reliably for years afterwards with it.
If you have a BIOS update that you know is the correct one for your computer, it may enhance the features, fix a few bugs, & enable support for some of the things you ask. Not definitely, but sometimes it does!
My BIOS boots straight from flash drive, if you have one inserted... I either have to disconnect it before the PC reboots, else change boot order. If yours doesn't do the same, I suspect either the BIOS is older & needs updating, else a quite old design that is poorly prepared to handle modern boot options in the manner you are referencing.
What may also help, is to disconnect any & all drives you do not need. Leave only your boot drive connected, then connect the other drives externally via USB once your into Windows.
Also, be careful what drive you are booting from. If you have a perfectly good bootable XP drive, then you also connect another bootable drive with another bootable XP/Vista/7 and try to boot, your main bootable drive may fail to boot afterwards. Windows will mistakenly copy over certain user registry hives/software hives to your drive from the other drive you have connected, which will be incorrect for your configuration & cause it not to boot. It may also cause some of your software to "disappear" as the registry references to things are changed to reference software on the other drive instead.
When your booting, be careful to ONLY have one bootable drive connected during boot-up, else you will be left with one or both of them becoming unbootable or corrupted. It is ok to have non-bootable drives connected, but do NOT EVER connect two or more bootable drives during the boot process. You can do it after it is fully loaded into Windows, or your primary OS, but if you do it during boot, it will definitely cause you major boot issues that may take a while to fix.
* Removable devices are external USB drives, including CD/DVD/Flash. Older BIOS versions may have trouble displaying USB Flash drives. Sometimes a BIOS update will fix this. This is a common problem with older BIOS versions. If flash drives are being excluded, it is likely because your BIOS is an older version. Update your BIOS (If available) because this is the only way I know of that can add modern flash drive support if it doesn't have it.