I was wondering about this one myself. I've always had a rescue floppy and when Norton Zip Rescue was around and about used that. When I had my first Win XP crash and couldn't boot (except from the CDRom), the first thing I noted was the call for the rescue floppy. Of course I didn't have one and I had to reinstall everything.
What am I and the Shadow missing here? Maybe Win XP is just so reliable that there's only, up to this point, a small but growing population that's about to find the same thing.