Bought FE880E, no Vista on DVD?

I just bought VAIO VGN-FE880E this afternoon. It has Vista Home Premium preinstalled. After it configured for some minutes, I logged in. I have a few questions:

1) There is no Vista installation DVD. It seems some applications are on HD but I don't see any options to create Vista DVD from HD. Do I have request from from SONY? Is the Vista from SONY generic or it's Vista specific that I can't use the product key on any other Vista DVD?
2) How can I login as administrator? Although the user account I log in with is administrator, it's not a real one. From User Accounts > Change your account type, it lists as standard user and I can't make it administrator as the button to change it is grayed. Without being a real administrator, I can install Adobe products. The program would quit at Activation with message: You are not allowed to continue because your account does not have the proper privileges. Please log in using an account with administrator privileges and try again. In XP, you can logout and login as adminstrator but there is no administrator showing under Vista.

Thanks for the help,

wfz

 

I really want to get rid of the dialog box of User Account Control: An unidentified program wants access to your computer. I have to choose allow each time when I launch a few programs. Can it learn that I really want to use it???

It seems that except for the beautiful interface, Vista does not add too much to the user experience. Maybe more secured??

Thanks for any suggestions,


wfz