You also can use this one:
http://concon.awardspace.com/
it is pretty good and it saves the content in comfy .mco files, you can either save the whole content in a single .mco file or make different ones for each part of your content to backup.
The .mco files as you know are the files that are used to install the winks you download from the sites MSN has to sell it or offer some for free too.