If you have a CD drive in another machine you could temporarily move it to the NASLite machine and see if you can boot from it with a Windows boot disk (just boot then exit out before it does anything). If it boots, you know you could use the CD version.
The USB version is just for USB, there is no change to the CD version option because the configuration information is stored on the USB memory in the USB version and on a floppy in the CD version. They are two different versions of the program. I purchased the CD version so I won't be much help with any USB questions.
The advantage with the USB version is you don't have to use an IDE slot for the CD and can have 4 hard drives. With the CD you can only have 3 hard drives. If your motherboard doesn't have USB on board you can buy a pci USB card and use a kicker disk to boot from it. Check the NASLite+ USB forum for what cards worked for other people.
You're doing the right thing now, asking questions before you jump in and buy something that may not be exactly what you want. You're learning quickly