Here are three options:

Click on START - RUN and type: Regedit (press ENTER). On the menu bar click on file, then export, choose where you want to save it, then enter a name for it in the box titled: File Name. At bottom put a tick in "All", then click on save. If you ever want to restore the saved version, just IMPORT it.
System Restore (it should save a copy daily, but you can always create a restore point manually.
The best method, in my opinion, is to download and run ERUNT. It's the best registry backup utility available - and it's free!!!