How can I reformat Sony Vaio without having a CD-ROM?

Last week, when I was using my Sony Vaio, the hard disk just suddenly broke down.
When I went to the customer service center, they told me that the only way to fix it was to reformat it.
Problem is there is no available CD-ROM on my Sony Vaio. Is there a way possibly reformat my laptop?
Can you please give me suggestions that are working?
Thanks!
