Depends on what type of PC you are using and exactly what you class as a "Rescue Disk".
A laptop rescue disk will put your laptop back to the manufacturers release state but will also contain all the drivers required.
A desktop equivalent will allow you to access the PC in the event of software failure and may prevent loss of data. It may also be capable of doing the same on a laptop.
A backup disk - generally an image such as that produced by Acronis True Image - is able to recover data totally at the point it was made.