With this being a new computer and the only one with this kind of Software Reinstall Drive right now, you should be able to use one from another MacBook Air. But you will want your own instead of borrowing from someone else. I would suggest contacting Apple to get a replacement. They should be available, but they will likely charge you for it.
Having read these posts, I called Apple. As nice as the operator was, he informed me that my Air shipped with a DVD. (Wrong)
After he ( with difficulty), found this page, he had to call his supervisor who told him "IF" my air shipped with Snow Leopard, they would sell me a DVD for $17 . Then I can purchase a superdrive to install it.
Now my only option is to order the stick from a store in the Bay area for $25 in original Apple packaging.
Not what I would call quality customer support.