The new MacBook Airs don't have optical drives, so you can't install or restore the OS via DVD. They include a little USB stick for this purpose:
I have a MacBook Pro and a MacBook Air. Does anyone know if it will work with my MacBook Pro? I'm thinking about removing my optical drive to put in another HD. The only sticky situation I might get into is if I need to do an install or restore on the road without an external DVD drive.
(Good article on replacing optical drive with hard drive enclosure: remiel.info/post/1601242301/making-the-leap-to-ssd-on-a-macbook)