Hello some manufacturers install a recovery console.
What make and model is your machine?
To check ths:
If your computer has preinstalled recovery options:
1. Remove all floppy disks, CDs, and DVDs from your computer, and then restart your computer.
Click the
Start button

, click the arrow next to the
Lock button

, and then click
Restart.
2. Do one of the following:
•If your computer has a single operating system installed, press and hold the F8 key as your computer restarts. You need to press F8 before the Windows logo appears. If the Windows logo appears, you will need to try again by waiting until the Windows logon prompt appears, and then shutting down and restarting your computer.
•If your computer has more than one operating system, use the arrow keys to highlight the operating system you want to repair, and then press and hold F8.
3. On the
Advanced Boot Options screen, use the arrow keys to highlight
Repair your computer, and then press ENTER. (If
Repair your computer is not listed as an option, then your computer does not include the System Recovery Options menu as a preinstalled recovery option.)
4. Select a keyboard layout, and then click
Next.
5. Select a user name and enter the password, and then click
OK.
6. On the System Recovery Options menu, click a tool to open it.
7.you can follow the options in there.Example:On the
System Recovery Options menu, click
Windows Complete PC Restore, and then follow the instructions.
There should be options to burn to DVD?
Example:
HP and Compaq Desktop PCs - Performing an HP System Recovery in Windows Vista
How to Create Recovery Discs for Windows Vista in HP Recovery Manager - wikiHow