Stick a floppy in A: and do this at the command prompt:
cd \windows\command
sys a:
copy xxxxxx.xxx a: where xxxxxx.xxx are files you want on the floppy disk. I usually copy these:
format.com, mscdex.exe, fdisk.com, sys.com, edit.com
There's your bootdisk. If you want your cdrom drive to work...