Hi there,
As others have mentioned there are many different types of backup programs out there. If you'd like to backup your phone data (e.g. contacts, tasks, appointments, messages, etc.) PIM backup 2.8 is the program for you, easy to use, customise and free

. Get it from here:
Dotfred's Space
As always I've test everything I recommend and it works well for me, you can even download a .pdf manual, if you require instructions.
Hope this helps?
Chris
Regards,
Chris