YoKenny, what kind of backup application do you want to use?
Windows has the built-in "NTBackup", which is decent.
For windows Vista, it's still there, but there are a few drawbacks, such as not having the ability to backup .exe files without doing a full system backup.
There are online solutions as well, but they are limited in the "free" versions. It's located in my signature, as well as Tech's (It's called Mozy).
Of course there are free disk imaging products as well, but that's for disk imaging, not file-level backups. I guess you'll have to be more specific about what you want to do. There aren't many free solutions to be had though, I'm afraid.