You'll find an explanation here:
http://support.microsoft.com/kb/322756/en-us
You want the "System State data"
A more thorough explanation, with additional suggestions such as System
Restore is here:
http://www.theeldergeek.com/windows_xp_registry.htm


Robert Citkowitz wrote:
> I did the following, in an effort to back up the XP Pro registry and
> associated files, but have repeatedly failed at New. What to do, please?
>
> 1 .Click Start, point to All Programs, point to Accessories, point to
> System
> Tools, and then click Backup. The Backup or Restore Wizard starts.
> 2. Click Advanced Mode.
> 3. Click the Backup tab.
> 4. On the Job menu, click New
>
> Rob
>
>            Do you want to signoff PCBUILD or just change to
>                    Digest mode - visit our web site:
>                   http://freepctech.com/pcbuild.shtml
>
>

            Do you want to signoff PCBUILD or just change to
                    Digest mode - visit our web site:
                   http://freepctech.com/pcbuild.shtml