Unless for some unknown reason you removed these setup files, your Windows Me installation CAB files should still be lurking on your HD.
For some unknown reason, Microsoft thought it would be nice of them to install ALL the setup files for Windos ME onto the HD.
So do a search -- > START/FIND and enter *.CAB
you might be able to find these setup CAB'S in C:\Windows\options\install
this will be about 153megs of setup files.
If you do have them, copy them to a CDr. and you should now once again have a useable Installation CD for Windows ME.
Just be sure to copy the whole install folder to a top level on the CD. and you should be set.