Vista reinstallation problem

Hi,
I am trying to reinstall Windows Vista, due to a problem I had earlier with it. I'm using the recovery discs sent to me by HP, and I am following the directions they gave me in order to do the reinstallation. After I put the first recovery disc in, Windows says "Windows is loading files ...... " and then the screen appears with the green bar moving back and forth (what the normal startup would be). Then, there is a light blue screen with a mouse pointer. That's it. I can move the mouse, but nothing else will happen. I've been waiting over an hour for the recovery process to start, but nothing is happening.

I pretty much ruled out it being a hardware issue, as Ubuntu works fine on the computer. Does anyone know why the recovery won't start and why the blue screen is there?

Also, I was thinking, is there a difference between a recovery disc and an actual Windows installation disc? Could this be why I am having the problem? Would using a Windows install disc guarantee it will work?

Thanks in advance for your help.