Start>All Programs>Accessories>System Tools>System Restore
right hand side of window, second button "Create a Restore Point">Next button
Give it a name: i.e. Rest0206 (for the date)
This is how to create a Restore Point manually.
Each time you shutdown your PC, XP scans and saves settings and will also
create Restore Points automatically. You can restore your system this way
and go back up to 90 days. Your System default has 12% of your harddrive
set aside for creating restore points. It will automatically delete older
ones when
it runs out of space. You can clear them also except for the last restore
point, by
doing a disk cleanup/more options. More info in Help and Support.