I think I know what is going on. A couple of years ago I bought a new HP laptop at Sam's Club (Windows Vista) and the OS wants to burn exactly one set of backup disks. So you only have one opportunity in the lifetime of the installed OS to use their backup routine. So until you are set up with the right hardware and media, you don't want to use the restore disk builder.
As a safety net, I downloaded and installed the free version of "Macrium Reflect", which allows the entire hard drive to be imaged to any storage device.
I would recommend not bothering with the restore disk builder routine right now, and instead just image the hard drive using a free tool. Assuming that the image can be written back out to the same or replacement drive, the image will be essentially the same thing as the product of running a restore disk set.
I mentioned Macrium but there is also Acronis, which is quite good, but is not free.