Use the internal restore if you've got it. It works fine. Just leave it to do its thing for a while.
Failing that, there should be a way to burn it to disk. However it takes forever. As it burns. Then verifies the disks (rightly so) for about 6 million billion hours. Then, even after that my old set of disks was corrupt. But oh well

I had another recovery disk from my laptop.
Now I have both Vista and XP recovery disks which I'm sure will come in handy at some point

Oh forgot to mention. IF you're still within HP's warranty. Just call em up and say when you try to burn your restore disks it gives you the error "this machine is not capable of burning disks" they should just send you em for free

What I did to get my Vista disks, however I actually had that error but they asked virtually no questions and I only spent about 5 minutes (waiting and talking) in total on the phone to them, so its well worth the hassle (or lack there of).
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Ooh, I got a sexy ex-staff title!