I could go on about all this for quite a while... But here's the short answer: download the
latest BOL for SQL Server 2000. There should be a section called "Backing Up and Restoring Databases in SQL Server". You can also peek at
this technet article. Loads of ways to do it. BTW, you can use a simple BACKUP DATABASE T-SQL statement (then schedule it to run), just look it up.
Any specific questions, just ask.