Sorry but that's not possible. Can only back up your address book via DeskTop Manager, Outlook, Google Mail, Yahoo Mail, etc.
~Now watch, someone will pop in here & say yes you can & directions to do it!~
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You can create a backup of your device data via Desktop Manager and save the backup to your media card. That's what i do. However, you won't be able to read that file from your BlackBerry. It's only used to do a restore when using Desktop Manager and BlackBerry connected to PC.
i "save" (sync) my contacts using Google Sync This syncs the BlackBerry contacts to your gmail account. This is handy for me since i don't have a PC. This way i can also access my contact via my gmail account using Bolt.
Other than that, i don't know of a way to save contacts to media card. Sorry.
Posted from my CrackBerry at wapforums.crackberry.com