Well, I'm a "gal" but I'll answer anyways
Back up the files in your save directory and the roster.dat file - you can also check to see what other files are updated when you save, but I think those are really the only files that you need to save off to another directory.
Many players have sent me copies of just one of their gamexx.sav and they play on my machine just fine - but best to take the roster.dat too!
Hope that helps!!
Wyv