The "Network Disk" is created locally by the user since all your settings are controlled by you.  Buy a USB thumb drive and it will do the same.

I've had my XPS M140 notebook for 2 days and have the same issue.  Seems silly to have to buy a piece of hardware that would only be used one time to accomplish what should be a basic task.  I realize this is a Microsoft issue, not Dell; but I see no reason why the networking disc can't be a CD.

Not all systems have CD drives either.

So I had this brilliant idea -- use my iPod to transfer netsetup.exe to the other computer. No problem, it worked! After moving the executable, I clicked on it to start the setup -- no dice. netsetup.exe only works on operating systems OTHER THAN WIN2000!!!!

Anyway, the bottom line is that if you have Win98 or WinMe on the other computer, it should work fine and you can use an iPod as removable media to transfer the executable.

Linux is looking better and better.

Good luck setting up Samba shares if you think this was difficult.  Windows networking with SP2 is about as easy as it gets.  The "wizard" is totally unnecessary.

http://www.practicallynetworked.com/howto/
http://www.theeldergeek.com/quick_guide_to_simple_file_sharing.htm
http://www.microsoft.com/windowsxp/using/networking/default.mspx