If the worst does happen and your system becomes compromised or unuseable because of malware activities - you will need to rebuild and restore your data, backups are an essential weapon in your arsenel against malware.

There are many methods of backing up your machine, dependant upon operating system, size of disks, amounts of data etc etc.

Generally speaking I would recommend storing all data under a single filesystem (C:\Data for example) and making backups of this on a regular basis. This will at least protect your personal files and give you a restore point should you need it.

For entire machine (operating system, progams and data backup) I would recommend taking an 'image' of the entire hard drive to an external medium.

The tools on the right of this page will help you do both of these things and ensure your data integrity is secure.