|Hello ..I f you are trying to download an online recovery disk, its probaby an image file or .ISO file. To burn and ISO file to a CD or DVD you will need a special burner program. .. There are some free ISO burners out there and plenty of tutorials on how to do it....|
If your computer already has a recovery partition and most computers made within the past 5 years have one.... There is usually program provided by your computer manufacturer that allows you to make a recovery disk (copy of your recovery partition).
If there is not a program installed on your PC for that purpose . try booting to the recovery partition and see if there is a burn recovery disk option in there
Basically you will need to download the ISO file to your computer then use the ISO burner to create your CD/DVD. :)