Find "Sync and backup"
Press the Navigation key.
Scroll to Settings and press the Navigation key.
Scroll to Sync and backup and press the Navigation key.
Back up phone memory
Scroll to Create backup and press the Navigation key.
Press the Navigation key to continue.
Highlight the required data type and press the Navigation key to select the data type.
When the box next to a data type is ticked (V), it's selected.
Press Done.