It's usually created during the OS installation, but if you don't do it or lose the disk then you can use those sites or use windows to make one(I can't seem to remember how). They bring up windows in DOS mode rather than booting from the hard drive and bringing up XP/2k/98/etc. This way you can use certain tools, replace system files that are normally in use(I simply use the program Replacer for this, unless windows is inaccesable). Win98 startup disks can access only FAT and FAT32 drives, whereas 2k and XP can also get to NTFS ones.