If you restore using F11 it may prompt to make the Recovery Discs. If not you would simply open HP Recovery Manager in your Start Menu, Programs list and initiate the process there.
You will need DVD +R or DVD -R discs to burn a set. Not the RW, or rewritable type which can be formatted and used again. Usually takes anywhere from 3-8 discs depending on how much data is required to peform a recovery...varies by model.
The document here should provide the details you need:
http://h10025.www1.hp.com/ewfrf/wc/document?docname=c03481733&lc=en&cc=us&dlc=en&product=5336700