reformat without disc

[GEEK WANNABE]

I purchased a computer (compaq) and it didn't come with windows xp disc. Is there a way I could download it from my computer so I have a backup in case there's problems in the future and I need to reformat? Problem 2- My system restore doesn't seem to work and it has in the past. I was having a minor problem with my computer so I went into system restore and tryed a few restore points and none of them worked. All I got was a message saying, system could not be restored to that point, please try another and so I did with the same result. Anybody have a suggestion?