If you never recieved a recovery disk. Is there a recovery partition perhaps.
If so, your start menu should have an entry for Sony Recovery or something to that ilk.
Try Clicking Start > All Programs > Accessories > System tools
See if there's something there.
Otherwise, try to contact sony with the model number of your pc and see if you can get a recovery disk. Manufacturers will usually send one on request...and quite frankly i think they should just send a copy of Windows since you, in fact, did pay for a licence and should be entitled to one.
In the meantime, try running sfc /scannow without the disk
if asked for a path try c:\windows\system32\driver cache
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