Yeah its called desktop manager. It came with your phone. Install it on you computer and there is a backup function. Please keep in mind it backs up everything but apps. Separate procedure for those
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Racinwarrior is correct... in order to back the entire phone up, you must use the Desktop Manager. It will create backups of all your personal data (contacts, calendar entries, settings, etc.). If you go to the How-To section of the Storm forums here, there is a thread explaining how to back up your 3rd party apps. Different procedure, but very simple if you follow the instructions.