What's even worse is that the second HD partition is probably your Factory Install Restore info. The CDROM they gave you as a 'recovery disk' is just a bootup sequence that accesses the OS, drivers, and applications on the second HD partition.
If you're on Windows NT4, Windows XP, or Windows 2k, you should be able to go into Disk Administration and re-assign the drive letter labels so the CDRW becomes D: and the second HD partition becomes E:. Then you want to use whatever utility they gave (if they bothered to give you one) to copy the Restore partition to CD, before it gets bit by a virus...