In case your internet speed is fast enough and your machine can boot from USB/CD, even you don't have any Linux boot media on hand, you can boot from WWW!
http://boot.kernel.org
BKO makes use of gPXE (a.k.a. Etherboot) USB/CD boot media which is very small in size to boot up a minimal environment, and then get the actual kernel/initrd/etc. from the BKO website, and do the installation/rescue mode without any local boot media, which normal PXE only can boot from LAN.
