Vista Ultimate lets you backup your entire hard drive, including your OS, but Home Premium limits you to personal files. The original "Gateway stuff" would have enabled you to burn a DVD containing a copy of the OS alone, but without it that's not an option. Thus, you have two options:
1.) Order a set of system recovery DVDs from Gateway for a nominal fee, which will include your OS and any preinstalled software from Gateway.
2.) Purchase a program like Acronis TrueImage, which will create an identical copy of your hard drive, including OS, as of the time you run it. This option assumes your computer is running the way you want it when you perform the backup, but lets you backup the OS, programs, and files all at once, reducing your work should you ever need to recover from backup.

Hope this helps,
John