Go to the valueadd\msft\ntbackup folder on the XP Home Edition cd and
install ntbackup manually by double clicking the file.
If you have manufacturer supplied CD, these are often customized and they
usually leave off the backup applet. The XP backup applet is a lite version
of Stomp's Backup MyPC from Veritas and they have a fully functional trial
version available for download so you can test it for 30 days to see if you
like it before you buy: http://www.stompinc.com/index.phtml?stp