No setup disk to recover

Hello,
I receive the message windows could not start because the following file is missing or corrupt: \windows\system32\config\system.
You can attempt to repair this file by starting windows setup using the orginal setup CD-Rom. Select 'R' at the first screen to start repair.
I have Windows XP Media Center Edition
My problem is that I don't have the setup CD-Rom because it's an Hp pavilion entertainment PC and everything was preinstalled. I am the only one who uses the computer and when it crashed was because I thought it hung up when installing the 8th update of 12 for 45 minutes. I turned it off, and then tried to start it up. Is there a place I can get a setup CD-Rom and keep my files on the computer or do I lose everything? I've tried to start up with the last known configuration. I haven't tried safe mode, don't know if I should or not. Some please help.