Just some info, I'm in the same boat as the OP, bought a 15" MBP for protools and it came with no Snow Leopard disks. I phoned Apple Australia and after some persistance and lots of time on hold, I have convinced them to send me a free copy of the 10.6.6 restore disks that came with this machine when it was first released.
At first the support agent wanted me to buy a copy of SL retail. I explained that there were 2 problems with that...
1. It wont install (seems I know more about the issue than he does)
2. I'm not willing to pay for it as I just spent $2700 on a brand new CTO machine.
I was transfered to a "senior agent" and after explaining the issue he agreed to send me a copy of the disks free of charge.
I'll let you all know how it goes when they arrive next week.
You tried Pro Tools 9.0.5? It supposedly works on Lion.