I tried following these steps from the manual:

To create system recovery media
1. Launch Dell Backup and Recovery.
2. Click the Recovery Media tile.
3. Select USB Flash Drive or Discs, and then click Continue.
4. Follow the instructions on the screen.

I got to step 2, and saw a clock with spinning hands. After a couple of minutes, it showed that there was about 8GB of data, showed me that my optical drive was selected, told me to insert a blank disk, and click START.

START was grayed out.  I waited a while, but it stayed grayed out.

I thought I'd try again, so I clicked cancel.  The clock started spinning again, but the file size never changed from 0.

I canceled again, and started completely from the beginning at step 1 above.

Now all I have is a spinning clock that's been spinning for 20 minutes.  I just stopped it with the task manager.

What now?