You should be able to make an ISO backup of your original installation disc using
ImgBurn if you want to avoid a download. I tend to have a backup of all my expensive software installation discs.
What you really paid your money for is the product key. Without this installation discs or ISO are useless apart from allowing you a limited period trial in certain cases.
I'm not a lawyer so I don't know if some MS copyright paranoia says you shouldn't do this.