Connect the phone to itunes, on the left side where the phone, right and pressing Save Backup will appear. The route will keep you in:
Mac: ~ / Library / Application Support / MobileSync / Backup /
Windows XP: \ Documents and Settings \ (username) \ Application Data \ Apple Computer \ MobileSync \ Backup \
Windows Vista and Windows 7: \ Users \ (username) \ AppData \ Roaming \ Apple Computer \ MobileSync \ Backup \
To restore do the same things for copy, but this time select restore copy, you will get a pop-up with the copies you have made, select the one you want. Copies are also on itunes up in Edit - Preferences - Devices