If by "backup," you are referring to the built-in Windows NTBackup, and by
"disk," you mean CD, you can't. The Windows backup program is a very
primitive program, and among the things it can't do is write to a CD.
Either write to the hard drive, and then copy to a CD, or better, invest in
one of the several better third-party backup solutions, such as Acronis True
Image.
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