Above CD is a chargeable extra in the Dell PCs I've bought in the past, about £5. Well worth the cash.
You can build one yourself with a wizard on the machine, but I have had trouble with the wizard and been unable to create it. You can use the CD to fix any PC, if you have separate access to some drivers.
Any SP2 installation CD will do the job for you if you can borrow one.
BW