Factory Settings Help!

Hey so thanks to some very helpful soul on this forums I was introduced to an ubu live CD, which helped me so much in recovering files on my hard drive when my laptop would not boot up. Now I just have one more question, I have been googling around for an hour and can't seem to figure out how to reset my laptop to its origional factory settings without actualy logging in and running the program.

I thought maybe I could try running it on ubu, but I am afraid as I have no idea how the windows program would handle the ubu operating system running as its trying to do its work. Pluss I dont know how I would find it among my computers files..

Btw, background knowlage, I have a sony vaio vgn-fw14od, if that is important at all. Does anyone know of any way I can reset my computer to its factory settings without having to boot up? I cant get into safe mode either btw. =/

and some questions about resteting my computer:
1. will it then ask me to re install windows? or will I have to buy a windows CD. (my laptop did not come with any CD's what so ever.)
Edit: will my laptop be reverted to as how it was when I bought it, or how it was when the factory made it, without any sort of software or operating systems available within the computer?
2. if the computer will alow me to reinstall windows without the need for any CD, will my origional windows CD key work? (it is a sticker onthe bottom of my laptop)