Help Needed With Windows Backup

I jsut purchased a new Gateway laptop. I need to back up the entire hard drive in case things go south. I went to "Create my Driver-Applications CD(s)." XP created the CD. However, I think it just copied all the drivers and not the entire OS and such.

There are two main folders on the DVD which was named "Recovery11" by default. The folders are "Apps" with a bunch of subfoders and a second one named ""DRV" with a "Preload" folder.

It seems to me the OS is not on there. What do I need to do to get the OS on a backup if indeed it is not on the current DVD disk?

Thanks for any input.