Windows XP Pro installs it's backup program by deflaut, XP Home requires you to install it separately.

The problem with XP's backup program is that it can't backup up to CDs and it can't back up individual files, just folders. If that's not a problem it works fine. However the cost of removal media is more expensive than a good backup program like Stoomp's BackUpMyPC which is the non network version of Veritas and which can backup to cheap CDs.