Backing Up Your Files
Backing up with SyncToy
I recommend SyncToy for Windows XP and above, which can be downloaded from the Materials website or from Microsoft. Installation is quick and easy--simply run the MSI and follow the directions. After installation, go to the Start Menu -> Programs -> SyncToy. (You may need to right-click on these images to view them at full-res)
Click Create New Folder Pair. For the Left folder, choose the folder you'd like to backup (My Documents, Data folder, etc). Create a folder in your backup location (Z:, external hard drive, etc.) and choose that as the Right folder.
Take a moment to read through the types of actions. Echo is the closest to backing up files--it will keep an exact copy of your local folder on the file server.

Once you give the folder pair a name and click Finish, you should see your newly created folder pair in the main screen.
If you click Run, SyncToy should begin to perform the backup.
After SyncToy is finished, verify that the files were created in your backup location. Tonight, you will sleep soundly, knowing that your data is safely backed up.