I've had Mac OS X Lion installed on a mid-2011 iMac. I've erased the main partition and when I try to repair OS installation it connects to the Internet and says that it can't continue and I should contact Apple Support. I don't have original CD which should've come with an iMac. How can I install at least some version of OS X?
Update: I've downloaded what looks like an installation app for Mac OS X Lion with a 4.6Gb InstallESD.dmg file but can't open it on Windows. I've tried PowerISO and MagicISO to no effect. Is it possible to create Mac OS installation media on Windows?