See How to Export Windows Registry Files.

Instructions on How to Back Up the Windows Registry in Windows XP

1. Click Start, click Run, type %SystemRoot%\system32\restore\rstrui.exe, and then click OK.
2. On the Welcome to System Restore page, click Create a restore point, and then click Next.
3. On the Create a Restore Point page, type a name for the restore point and then click Create
4. After the restore point has been created, click Close.

NOTE: If System Restore is turned off, you receive a message that asks whether you want to turn on System Restore now. Click Yes. Then, in the System Properties dialog box, click to clear the Turn off System Restore check box, click OK, and then repeat this step.

Instructions on How to Back Up the Windows Registry in Windows Vista

1. Click Start button, type systempropertiesprotection in the Start Search box, and then press ENTER.
   If you are prompted for an administrator password or for a confirmation, type the password, or click Allow.
2. Wait for Windows to search for available disks and most recent restore points. In the System Properties dialog box, on the System Protection tab, click Create.
3. Type a name for the restore point and then click Create
4. After the restore point has been created successfully, click OK two times.

Note: If System Restore is turned off, click to select the local disk, click Apply and then click Create.