JEL,
The pc should have a utility program to create back up, recovery or both. If you pc has a cd burner then you can likely choose the media to be either cd disks or usb memory stick. However, while you can make as many back ups as you desire you most likely are limited to one set of recovery media.
Wouldn't that just re-install the OEM windows version that came with the PC? (so basically the same version, with all the added bloat, and not a true vanilla version)
I've never tried that option, so I have no idea how it would work or what it can do.