Previously I told you how to backup the registry in XP using System Restore.
This is a more direct method of backing up the registry. Open the Registry Editor (Start Run type 'regedit' without quotes, then hit Enter). Open the key you want to export. For example, if you want to backup HKEY_CURRENT_USER\AppEvents\Schemes , this is what you would do. In the left pane click the (+) next to HKEY_CURRENT_USER, then click the (+) next to AppEvents. Now RIGHT click on the folder titled Schemes. In the drop down menu that appeared choose Export. Pick a name and remember where you saved it. If you want to save the entire registry you would need to right click on My Computer instead of one of the keys. From there the instructions would be the same. Note that you can choose to Export in one of five different formats. The default is .reg. I would suggest leaving this as default until you learn more about the other file types.