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If I'm not wrong, you want to make a bootable DVD of the operating system to reinstall OS X on your Mac.
New Macs have got Internet Recovery, so if you made a mistake and OS X doesn't start, just press Command and R keys while your Mac is starting and reinstall OS X, and you won't lose anything.
However, your Mac will redownload OS X each time you want to reinstall OS X, so you should make a bootable disc of the operating system. As your Mac is new, I'm not sure if this will work, but open App Store app, go to Purchases tab and download OS X Mountain Lion. When it finishes, download Lion Diskmaker to make a bootable DVD with OS X inside.
Also, I recommend you to make backups of your computer because all hard drives fail and you will lose all your data if your hard drive fails. Any external drive will work to make backups with Time Machine or a clone app as Carbon Copy Cloner or SuperDuper