Open Windows Backup by clicking Start, All Programs, Maintenance, Backup and Restore (Windows Vista & Windows 7 only)

From this main screen choose Set up backup to configure your backup settings

Choose where you would like to store your backup - I would recommend either blank CD/DVD's or an external hard drive

You can now select Let Windows choose or Let me choose to select which items will be backed up, for most users the recommended option will cover all of your files and will schedule them to backed up regularly

After you click Next, Windows will save your chosen backup settings and perform the initial backup

As you can see the backup has automatically been scheduled for every Sunday at 7pm, this can be altered by clicking Change settings