Hi, Thanks for the clarification.
I also intended to burn OSX "Lion" to DVD, however like many others found that the install package had vanished after installing "Lion".
I managed to re-download "Lion" after installing by opening the "App Store", then holding down "Option" key and clicking on purchased items (Keep holding down "Option" key). From purchached apps, "Lion" had now changed from "Installed" to "Install". While still holding down the "Option" key, I clicked "Install" and Lion is now downloading as we speak.
Again, thanks for the clarification. I had seen that you could download "Lion" again from the App store on other forums, however the process wasn't explianed very well and I couldn't quite get it to work.
I hope this helps others who are stuck.