The official way to get MacOS 10.7 Lion is to download it from the App Store or buy a computer with it preinstalled. What if I want to make a bootable DVD? Here’s what you do:

Download the installer (almost four gig!) from the App Store.
Once finished, CTRL+click and choose Show Package Contents
Open the Contents folder
Open SharedSupport and find InstallESD.dmg
Right-click (CTRL+click) on InstallESD.dmg drag it to a convenient location (such as the Desktop)
Fire up Disk Utility (/Applications/Utilities)
Click Burn, select InstallESD.dmg from your convenient location and click Burn
Find a recordable DVD disc and pop it in the optical drive (yes, you need an optical drive to do this) and click Burn

Not only does this give you a backup of the download (so you won’t have to download it again), but it also gives you a handy way to install Lion onto another Mac you own. (Legally Apple allows you five installs to machines with the same Apple ID.)