You should have just been able to drag your data to a new folder on your
desktop machine with out using the Backup utility.
The first two CDs boot up a version of XP, the last is a Linux OS. You may
need to have your USB device pluggen in and turned on when you boot the CDs.
The resultant OS (and I have used Ultimate Boot CD for Windows
http://www.ubcd4win.com/ successfully to recover data) treat your hard drive
as a data drive and you should have no problems just dragging the data to
the external device.
Things can and do go wrong so before fiddling around with the registry back
up your data.
One thing, if you have been using EFS you need to recover your encryption
keys etc otherwise your encrypted data will not be accessable if you
reinstall the OS.