To help clarify what other have said: Single files, like MP3, JPG, etc can
be copied to any backup media by any method that is convenient, including
Ntbackup.exe. (Personally, I use XCOPY for personal files, since it can
copy only newer/chnaged files; at a command prompt, type XCOPY /? for help
about XCOPY; popular options include /S /V /H /D /R)
Simple excutable programs can also be copied, just like data files. But
large/complex executable files are (1) not single files, (2) are usually
spread over several directories, (3) always include one or more settings in
the windows registry (a large database of which program opens what files,
some settings for programs, key options of XP itself, etc.). These always
have to be re-installed, unless you make an image of the whole partition
containing the programs and the operating system.
To do a 100% backup, you need a third-party backup program, like Norton
GHOST or Acronis True Image. These copy all files, except some temp files
that XP will re-create when it reboots. They copy the files to a compressed
image. In general these programs copy all files on one partition, but they
can also copy all files on all partitions on a physical hard drive.
(Personally, I prefer backing up one partition at a time. It makes for
smaller backup sets and it is more universal, in case you ever replace the
hard drive. A semi-humorous related story: I once used GHOST to image all
of a 10 Gig disk, as a disk, not as separate partitions. I then restored
the image to a 40Gig disk. What I got was a 40 Gig disk with 10 Gig of
useful info, that did boot win98, but the other 30 Gig was raw/unformatted
space. I had to use partition Magic to expand the partitions into the free
disk areas. If I had done partition by partition backup/restores, I could
have expanded each as I restored it.)