NOTE: It is always better to keep your data in 'My documents' or in any one particular area so that it is easier to take backup in event of re-installation.

TO back up on network drives. Read here.
Windows XP:

1. Click Start, point to All Programs, point to Accessories, point to System Tools, and then click Backup to start the wizard.
2. Click Next to skip past the opening page, choose Back up files and settings from the second page, and then click Next. Choose the appropriate option.
• You might be tempted to click All information on this computer so that you can back up every bit of data on your computer. Think twice before choosing this option, however. If you've installed a slew of software, your backup could add up to many gigabytes.
• For most people, the My documents and settings option is a better choice. This selection preserves your data files (including e-mail messages and address books) and the personal settings stored in the Windows Registry.
• If several people use your computer—as might be the case on a shared family PC—select Everyone's documents and settings. This option backs up personal files and preferences for every user with an account on the computer.
• If you know that you have data files stored outside your profile, click Let me choose what to back up. Select the appropriate files and folders
3. Click Next.
4. Decide Where to Store Your Backup Files: Backup assumes you're going to save everything in a single file; you just have to choose a location for that file and give it a name. click Browse and choose any of the following locations:
• Your computer's hard disk. The ideal backup location is a separate partition from the one you're backing up. If your hard disk is partitioned into drive C and drive D and your data is on drive C, you can safely back up to drive D. Unfortunately, the Windows Backup utility can't save files directly to a CD-RW drive.
• A shared network drive.
• An external hard disk drive.
5. Click Next to display the wizard's final page.

BEFORE FINISHING:

6. Click on Advanced.click Next to open the When to Back Up page. Choose Later, and then click Set Schedule to open the Schedule Job dialog box. You can now set up an automatic backup schedule for Windows.

Windows Vista: Backup and Restore Center
Depending on the version of Windows Vista you have, there are two ways to back up files: Automatic Backup, which backs up just your files and data; or Complete PC Backup, which backs up everything on your computer, including the operating system and applications. You can choose the method in the Backup and Restore Center.

To access the Backup and Restore Center:

1. Click Start, and point to Control Panel.
2. Click System and Maintenance and then click Back up your computer.

Making backup copies manually
Regardless of what Operating System you use, you can manually make a backup copy of any file or folder by following these steps:

1. Right-click the file or folder that you want to back up, and then click Copy from the menu.
2. In Computer, right-click the disk or external hard drive where you want to store the backup copy, and then click Paste on the menu.

For Mac OS X:
Follow instructions given in http://support.apple.com/kb/HT1553