Or, you can simply use the new Microsoft MyPhone tool. It automatically syncs your data (contacts, txt and MMS messages, calendar and files from the phone and any storage cards, all onto the Microsoft storage cloud. You can set the schedule, the options, and you don't have to designate a backup file, or transfer the backfile once it's completed. This is in addition to the local Sync that ActiveSync Windows Mobile Device Center does, when you connect to your PC. The tool can be found at
http://myphone.microsoft.com/ and you can even look at your info on the website, and automatically share the photos on social networking sites. Oh, and you can lock your phone from the web,if you misplace it.