This is done automatically each day the first time you boot your PC by the
scanregw command in MSConfig | Startup.  If you wish to make another backup
you may do so by running  SCANREG  /BACKUP from a DOS prompt.  Either by
booting to DOS using a floppy or from a DOS window under Win Me.

See MS KB184023 - "Command-Line Switches for the Registry Checker Tool"
(http://support.microsoft.com?kbid=184023).