Suppose you bought a brand-spanking-new Mac, like this super amazing 27 inch iMac. It came with Lion preinstalled, but not with a reinstall DVD. How do you reinstall Lion? Try the instructions on this Macworld article. The key is to hold down Command-R after starting. Of course, if your disk drive has crashed, this won't work, in which case you'll have to buy a install USB from Apple for a painful $69. I can't say that I like this option; a DVD should have been included.