You are looking for a product known as disk imaging software. Some
popular examples are (in alphabetical order):

Acronis True Image
Norton Ghost
Paragon Drive Backup
Terabyte Unlimited Image for Windows

A disk image is, basically, an exact copy of a hard disk (or a disk
partition.) You can use an image to do what is called a 'bare metal
restore.' This means that the entire disk (or partition) is replaced by
the image. It's like going back in time.

Disk imaging has a learning curve, but it's a very worthwhile investment
of your time.

You will find it quite inconvenient to store disk images on a DVD. An
external hard drive or network drive is a much better choice.
---
Leonard Grey
Errare humanum est

Carl Gross wrote:
I have XP Pro SP3. I would like to make a DVD that would make a restore
point (ie. resurrect the computer's system from the DVD).

How can I do that?