How much data do you have?
Not an actual backup, but if you can burn it to a DVD, do that. Do it twice to have an extra copy. And burning it on the slowest speed it has seems to yield the best results.
You could order a USB drive (not a thumb drive which should not be considered to be at all reliable) and copy the data to it. Copy the data every few days. At least once a week.
Best is to use actual backup software. There used to be some quite good backup software for Windows computers, but it's all been dumbed down.