I'm in the same boat. Here is what I have found out:
I assume you have Windows XP Home Edition. If not don't read further.
The Windows XP backup program, called NTBACKUP, is not installed with
the home edition but it is provided on the Windows XP installation disk.
Here is how to install it:
1. Insert the Windows XP CD into your reader.
If the title screen does not appear open My Computer, click on CD
Drive, the title screen should appear;
2. Select "Perform Additional Tasks;
3. Select "Browse this CD";
4. Click on "VALUEADD";
5. Click on "MSFT";
6. Click on "NTBACKUP";
7. Open README and read it;
8. Click on "NTBACKUP.MSI, this will activate a "wizard" that installs
the NTBACKUP backup program on your system. Look for it at
"C:\WINDOWS\SYSTEM32.ntbackup.exe", I suggest you create a shortcut
and put it on your desktop;
9. Read ntbackup's help.
ntbackup will do backups of all or part of your system to a file on your
hard drive. It will not record CDs nor will it compress the data. To
record CDs you need to break up your backup into several files that each
fit on one CD - <530MB for a CD-RW, <650MB for a CD-R. Create these
files on your hard disk then copy them to CDs.
Good Luck