Having read these posts, I called Apple. As nice as the operator was, he informed me that my Air shipped with a DVD. (Wrong)
After he ( with difficulty), found this page, he had to call his supervisor who told him "IF" my air shipped with Snow Leopard, they would sell me a DVD for $17 . Then I can purchase a superdrive to install it.
Lovely.
Now my only option is to order the stick from a store in the Bay area for $25 in original Apple packaging.
Not what I would call quality customer support.