Following your advice, i uninstalled the software and then i did a bios update to the suggested once, then I installed both Dell Support Center and Dell Backup and Recovery Manager. After restarting the pc i was able to create the recovery media. It was mentioned that 3 DVDs are required but i don't know why 4 DVDs were created. Anyway I hope that they (DVDs) will be functional when i am going to need them.
Thank you for your guidance.