Kee-Lo, I do believe you have the longest memory of any carbon-based humanoid! I am very impressed! 
First, Rich, the R600 series did not initially come with any docking station malarkey, though the later editions did come with a docking station (or at least it was an option).
Dabber: Kee-Lo’s mage-memory is spot on. My wife, Anna, used to use the R600MX and loved it. The only reason we sold it was because it's limited memory started to become a real problem. As I recall it can max-out to 384MB, but Anna now uses a Dell with 1GB - with another 1GB available if necessary. (Incidentally, I tried to do Search of these forums to find that long, sad thread, but I got nowhere... 
) In the mean time:
Our problem with booting started when we decided to sell the R600MX. (For some reason, Sony chose not to upgrade the R600 line, so for a powerful but small and light laptop we had to go to Dell.) I had previously upgraded the hard drive to a 60GB model and wanted to keep it so I removed it, replacing it with the original (20GB?) drive. Unfortunately, this drive had been used as a back up, so had no installation files on it at all. This is where my troubles really began! 
Like you, Dabber, we had the Sony Recovery CDs, but no drive to boot from. After exhaustive research I found that there are only TWO pukka ways to boot an R600: Docking Station or PCMCIA drive. (Please note that this is all from memory and, in contrast to Kee-Lo, I am just an ordinary carbon-base humanoid in that respect! 
) Because I didn't want to buy a Sony R600 CD drive just to boot the laptop once and sell it, I found that there are ways to install DOS on the hard drive, and to persuade the laptop to boot from their. This is a very complicated and long winded way to do it - you need to have an external hard drive caddy available and it took me dozens of attempts which meant constant laptop & caddy disassembly. To coin a phrase: it was a ball-breaker AND a heart-breaker. Though I have long since lost the relevant links to the DOS sites that offer USB support for DOS (which is a key issue if you only have a USB CD drive), it is possible to get DOS to recognise a USB drive... But that's only half the story as Sony seem to have deliberately disabled - or at least neglected the inclusion of - the ability for the R600 to boot from any USB source. My recommendation is to avoid even trying this. It might work but I spent countless hours – days! – trying, and failed.
The easiest option is to buy the appropriate R600 CD drive off eBay - which is what I had to do. Back then (maybe 2 years ago?) it was something like £90 and, once again, it broke my heart! (Remember I was only doing this to sell it as I couldn't imagine anyone buying a laptop that refused to accept an Operating System.) But that R600 CD drive cracked it. It was all auto-boot from then on.
With hindsight, I think I could have got the R600 to boot from an old PCMCIA hard drive enclosure I had. I think it would be possible to put the initial install files – i.e. a Windows 98 start up disk (from floppy) – on the PCMCIA hard drive and then go from there. It would still be a long job but it would be cheaper. Though, having said that, R600 CD drives might be very cheap nowadays. And if you’re going to keep the R600MX laptop it would probably be a wise medium/long term investment anyway.
I’m not sure I’d be any help after all this time, but feel free to ask. I’ll do what (little!) I can.
BEST OF LUCK!
Cheers,
Chris
...Maybe I should get someone to recite to me on the forum!
LOL!
Worth a try, Kee-Lo (best of luck with that ). Cheers,
Chris
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