Pow:
Right, the newest computers from HP (which bought out Compaq) do not come with System Restoration CDs. However, the installation files are saved to a separate partition on your hard drive, and you might have the option (it would be on your Windows Start menu) to create a set of System Restoration CDs or a pair of System Restoration DVDs. You will only be allowed to do this one time, however, so if you have already done it once and lost the CDs all you can do is purchase a Windows XP installation CD. When the non-Beta version of Windows Vista comes out, you might be able to get a full-installation Windows XP CD cheaper on eBay.
Sorry we could not cure what ails your PC.
Doc