OK. We're talking about 3 different types of disks here.
1) A system repair disk- This cannot reinstall windows or take the computer back to factory state, it only has a few small files that let you use the recovery options. Its a useful thing to have lying around.
2) A system image is a mirror image of your existing windows install. It includes everything on the windows partition (or the entire hard disk depending on what you imaged)- the OS, programs, user profiles, data, everything. such an image can be created with the Windows 7 inbuilt Backup/Restore utility or 3rd party apps like Macrium and Acronis.
3) A Recovery disk contains an image of the OEM recovery partition thats preinstalled and preconfigured on the computer by the OEM. Using that partition directly (theres usually a key combo to be pressed at startup) or by booting from the recovery disks and running them, the computer can be taken back to factory state. Every OEM has a a recovery manager software installed which lets the user create a set of recovery disks (usually 2-3 single layer dvds).
Click on start button, click all programs, then look for something called recovery, run it and just follow the wizard.
Restoring to factory state may wipe out all user created settings and content but some OEMs also have custom recovery choices which may keep user data et. In any case its always advisable to back up user data to external media before running the restore.
Also these disks are model specific, Dad's wont run on yours and vice versa so make a set for each and store them safely somewhere.
Heres a general set of instructions. How to Run the Sony Vaio Recovery Wizard | eHow.com
But just go to the sony support website, look up the page for your model, you'll be able to find detailed, step by step instuctions. Also, the manual that came with the computer will have those instuctions.