No CDs with PC

This has probably been answered many times before but I cannot find an answer through FAQs or any other support.

A couple of years ago (May 2006), I bought a DELL Dimension E510 through my company (got a little discount).  The only CDs that came with the new system was for the Monitor and a Word Perfect Productivity package CD.  I DID NOT get a green labeled CD as per the FAQs to restore nor re-do my system back to manufacture's settings.  I prefer to slick hard drive and start over and my PC is starting to act up at times so it's time to start over.  I am starting to get errors when I want to see "My Pictures" in Thumbnail mode.  I want to keep my Windows XP Media Edition Operating System (totally hate Windows Vista).  I have a surround system that works GREAT and prefer to keep it that way because the Integrated 7.1 channel audio is all I need.  I have always had anti-virus, firewall, anti-spyware, etc... On my system.  I do regular scheduled maintenance on my PC since I bought it and after over 2 years, this is the first time I have seen it start given errors.  I manually do updates from Microsoft.  Automatic can mess up my settings and it may load updates or software I really do not need and I check it bi-monthly.

I do not want to start a restore or slick my hard drive unless I have all what it takes (CD software) and I do not have the green labeled OS CD that DELL FAQs say I should have.  I have the original paperwork that came with the PC so I know who the packager was.  Anyone knows how I may acquire this green labeled CD or am I not reading these instructions correctly?

By the way, my job is a Technical Support for the US Navy.  My job title is Senior Technical Support Specialist.  I have a Bachelor's degree in Computer Science (Go Gators).  I received my CompTIA A+ certification in 2005, a Microsoft Office Specialist and waiting to take my test for HDI-CSS.  I assist people everyday to configure their computers (mainly their Internet browser) properly so I do know what I am doing.  

Thanks, Bruce