Format Laptop without System Restore CD's

I have a Compaq laptop and with it came 4 cd's in case i wanted to format the hard drive and have my laptop back to "right out of the factory" condition. Unfortunately I have misplaced the first CD. when I called compaq... after a 30 minute hold... they said they were unable to help me unless i faxed them proof of purchase and my warranty... In an attempt to not have to go through all that struggle I was wondering if there is any way i can get around this... All i want to do is get my laptop back to the condition it was when i first got it... thats it... is there anyway i can do that?