You need a program like Drive Image or Norton Ghost or Acronis Trueimage.
They all can burn an image of your HD, spread over a number of CDs.
When you want to re-install your Windows from those CDs, you will need to RESTORE those CDs using the same program you made the image with. Not just copying, that will not work.
Might be easier to install a second HD, install the image program on it, and store the image on that second HD as well.