A Windows Boot CD would not do you a lot of good.
Dell provide a "restore partition" on your hard drive which you cannot normally see but which would restore your computer to the day you bought it if all hell broke loose and corrupted your system. You usually access this with a key sequence during boot up (F10?) but you manual would tell you or go to the Dell Support website and key in the model of your machine.
The other option is aimed at a total hard drive failure. Go to Start>programs>Dell Support and you'll find the option the make recovery media (CD or DVD depending on your model) Note that you can only do this once so store the CD's carefully.