If you want to back up the Windows Registry, one easy way to do this is to use the NTBACKUP application. This tool is installed by default in Windows XP Pro, but can be installed from the VALUEADDMSFTNTBACKUP folder on the XP Home installation CD.
If you check the "System State" box when performing a backup, a copy of the Registry will be backed up along with the rest of your system. Backup copies of the Registry are also made whenever a System Restore point is created—either when you create one manually, or once every 24 hours the system's been up.
Dig deeper on Microsoft Windows Data Backup and Protection
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