If you are an XP Home user, the original install disk is needed. Just insert the disk and auto-run should bring up the XP install menu. If this does not happen, open My Computer, right-click the drive that contains the disk, and select AutoPlay. When the install menu comes up, select Perform Additional Tasks. Next select Click Browse this CD. Then, in Windows Explorer, double-click the ValueAdd folder, then Msft, and then Ntbackup. Finally, double-click Ntbackup.msi to install the Backup utility.

To use it, go to the Backup and Restore Center (Start -> All Porgrams -> Accessories -> System Tools -> Backup):

The first time it runs it will back up all your files. Subsequent backups are incremental: only what changed since last backup is saved.