If you've been using Windows for several versions, you probably remember the backup tool that was available in older versions like Windows 2000. This tool is missing from a standard XP installation, but you can install it easily if you have a Windows XP installation CD.
To get started, insert your XP CD into the CD drive. If you have autostart enabled, the installation menu should start automatically. If not, open My Computer and double click on your CD drive.
Now click on Perform additional tasks. Next, click on Browse this CD. A new explorer window will open up.
Navigate to VALUEADD\MSFT\NTBACKUP and double click the NTBACKUP installer. The backup installer should run. Just click Finish to close the installer window.
You can now start the backup utility from the menu with Start->All Programs->Accessories->System Tools->Backup.