Backup files in Windows Vista

I am trying to backup my computer files in Vista. This is my first time so
I’m a little lost. Does anyone have suggestions? What happed the first time I
tried to do the backup was this:

1: I went to control Panel and clicked backup.
2 a list dropped down so I could choose which files I wanted to backup.
3 I was then asked where I wanted the backup saved to.
4. I picked CD/DVD.

When the backup was finished, it was not save on the DVD. I’m not sure where
it went to but I would like it on the DVD RW.

Now when I go back to start a backup, it doesn’t give me the option to pick
what files I want to backup. How do I go about choosing or am I stuck with
the chooses I made the first time?

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turkmah