Actually I have an Acer which doesn't have any DVDs/CDs. The re-installation data is on separate partition.
Lots of manufacturers nowadays are too cheap to include recovery CD's (and it works for them, because we all want to buy the fastest computers for the least amount of money right?). However, quite a couple of them do include a utility to create a recovery dvd from Vista, and I recommend doing that as one of the first things you do when you get a new computer. I know I will. Something else that might be worth keeping in mind for the next time is to make a backup of your MBR before installing Linux.
I had to remove it since I'm have to send my new laptop to the manufactuing company so that they can check it because it just shuts downs for now reason.
Please be careful with removing stuff for this reason... I had to send my old Asus z92k in 4 times, and I lost quite some valuable data when a backup failed. Checking if a backup worked ok before removing anything is always a good idea.... here's some stuff I wrote about backing up quite some time ago: http://forum.vectorlinux.com/index.php?topic=4005.msg26336#msg26336
Next time I'll just send it in with Linux installed. I might change lilo to "all black" and to default to Windows in .1 second, but I'll never take Linux off again just because the hardware is faulty.