Windows 95, 98, 98SE, ME, NT, 2000, and XP each have a built-in backup utility for backing up files on your hard drive. While minor differences exist between these versions, they basically do the same thing and are accessed in consistent ways. The one exception being that the Home edition of XP, by default, does not have MS Backup installed. If you have XP Home, then please get Microsoft's instructions on how to install MS Backup for XP Home. Note that the XP version of MS Backup is called NTBackup. In this case NT stands for New Technology and was part of the name of an earlier version of Windows.
XP Home users should additionally be advised that if you want to back up more than data -- if you want to back up the operating system and applications as well, the Automated System Recovery (ASR) feature in XP Pro is not functional in XP Home. You can still enjoy the effects of ASR, but the steps you have to go through to get it are a little more involved.
The quickest way to launch this starting with your keyboard is to press and hold down the Windows logo key and without releasing the Windows logo key, tap the E key. This pulls up Windows Explorer in all versions of Windows. Right-mouse-click the C: drive in the left pane and choose Properties from the pop-up menu that appears. Click on the Tools tab at the top of the dialog box that appears. Click on the Backup Now... button.
Another way to launch the same program is to click the Start button at the bottom left of your screen, choose Programs (or in XP, All Programs), then choose Accessories, then System Tools, then Backup.
From there, different versions offer different options and wizards, but the interface is sufficiently clear in each that you should be able to figure out how to select the various options offered in this series of Web documents on backing up your files.
For further help, don't forget the Help menu in the backup software itself. Also, if you have questions about any item on a dialog box, look for the question mark (?) in the upper right corner of the dialog box, next to the X. If you click that, the mouse cursor changes to a question mark. You can then point and click on any of the fields on the dialog box for an explanation of the meaning of that field.
Microsoft's backup program lacks frills or special features and doesn't always access all media you might expect it to access for creating backups. Presume nothing. Test it before you decide to depend upon it. There are reasons people spend money on Norton Ghost, even when MS Backup is free.