What OSX was installed when you purchased your Mac? Even though it was installed you should have received the install disk(s) as the Utilities are on those.
If you do not have the install disk you can try contacting Apple and see if they can supply one,(explain you never received at purchase) you will need the build info of your machine, which can be found by clicking the Apple logo in the menu bar>About This Mac>More Info, and it should be in the first window under hardware overview. Model Identifier.
You need this, it's $20. Include it with the computer when you sell.
When you have this, follow the directions sanjampet has provided in the first post.
By the way the option and r keys boot up works with OS 10.7 and 10.8. Not with 10.6.