You may need to re-download the OS X Lion Installation App which has the InstallESD.dmg file. Once the download is completed and the installation starts, that file is removed from your system. Try these steps to get the InstallESD.dmg file.
- Use the machine OS X Lion is installed on.
- Open App Store and sign in.
- Press your 'Option' key and while keeping it pressed, left click on 'Purchases' at the top of the App Store screen.
- Under your purchase, look to the right of 'OS X Lion'. If step 3 worked, the button on the right should say 'Install'.
- Click Install. Let the download finish.
- When you see the window open for installing the download, open Finder, navigate to Applications and you should see the OS X Lion Installation App.
- Right click on hte OS X Lion Installation App and select 'Show Package Contents'.
- Navigate to the SharedSupport folder. You should see a filename of InstallESD.dmg
- Copy the InstallESD.dmg file to your desktop.
- Close the window that is waiting for you to install OS X Lion. It's not needed anymore.
- Launch 'Disk Utility' and click the Burn button.
- Select the InstallESD.dmg file from your desktop as the image to burn. Insert a blank DVD and wait for the image to be burned.
You should now have a DVD install disk to use for installing OS X Lion.