After sharing your Windows DVD burning drive, you should be able to select that drive to burn the Lion DMG image in Disk Utility as detailed in the first link above.
If that fails, consider picking up a slim CD/DVD burning USB drive for your Air. You can purchase non-Apple brand external CD/DVD drives for $10-$40.
yup thanks, but Remote disc only allows you to share the content, it doesn't necessarily allow you to remote burn a disc. If it comes down to it, I'll just have to copy the img file to Windows and burn it from that machine.