With a new Lion based Mac, you're in trouble. If you have refurbished machine you may be in luck. . .
I had same issue with a refurbished Mac Pro (5,1 - Mid 2010) I just ordered the beginning of February. It had no indication of what OS to expect and came preinstalled with 10.7.2 (Lion).
In the end, after a lot of research, this is what I've discovered:
Go to apple support and look up your specific build as Kappy mentioned --
Mac OS X versions (builds) for computers
If your build came originally with Snow Leopard, mine originally shipped with 10.6.4, then you can certainly do it if nothing was refurbished on the machine that made it Lion specific.
Write down your serial number and Boot ROM (both found under "about this Mac"), and call Apple Care or use Express Lane.
Get someone on the phone and have them run these numbers to make sure that your refurbished machine was not altered in any way that would not allow you to install Snow Leopard. Then you need at least the version of Snow Leopard that the machine shipped with originally.
Since mine came with 10.6.4, I can't use the retail disk which is 10.6.3. I told Apple to send me the original install disk 10.6.4 because they were never shipped to begin with, Lion was preinstalled.
They are shipping me 10.6.8 disks for free. The latest version of Snow Leopard you can find.
So to sum all this up, look up your build, find out which OS originally came with your specific build, call Apple and have them run your serial and Boot ROM numbers to make sure you are backwards compatible, and have them ship you the original install disks with at least the minimum version for your build.
As a warning to anyone looking to buy a refurbished Mac specifiaclly for use with Snow Leopard, there is no way to know what it will be shipped with. Best to check out the build before you buy and call to have them send you the install disks.