Your computer system cannot dictate to you on which files to back up. It is all your choice to do so. You should always make a thorough check of which files are hard to replace. These are the files which should be given the highest priority when it comes to file backup. File backup is not limited to such files only; pictures, music, video clips or programs can also be considered for backup. Program backup should only be done when there is no installation CD with you otherwise, it will be a total waste of space and time to do so.
When backing up your files on your system, the Windows Back Up Files Wizard will not include files like:
Another point worth to note is that Backup can be saved to media that are in the following formats: New Technology File System (NTFS), File Allocation Table (FAT) or Universal Disk Format (UDF).
Here is an example of how to run file back up in Windows Vista: