I tend to put all music and pictures to CD, and that's my back-up Tracy... If you can get an external HD like mentioned, it's ag ood idea. I cannot afford much, so I tend not to bother... I have regretted it in the past though... I do make sure and save my favorites folder, my "My Folder" on my computer, and that's really about it. Those are the two things witht he most data in them that I feel I cannot do without. Everything else, if lost, can simply be reinstalled.
As far as moving it goes, simply shut your computer down the proper way (click "start", then "Turn off computer", blah blah blah), and it's on its way.