You must make a habbit to backup all the files and data of your Windows mobile. because some time it might be very valuable data and you might need to loose due to the file corruption,Virus attack or any hardware failure

Keeping this in mind  ,Developer  Microsoft has now released a New data backup application called Microsoft Myphone  which will backup your all data and files to all the Windows mobile phones version 6.0 or later..

Microsoft MyPhone is inbuilt and pre-installed on all the mobile manufactured today and With this application you can backup your data daily for your future use..and you can sync all your contacts, text messages, photos, videos, calendars and other phone data. and also you will get the option to either sync your data with your system or web for your backup,which will be very helpful for you when your data gets corrupt or stolen so with this backup you can restore all data you can use the backup copy to restore all your data.

Since Microsoft MyPhone provides just only 200MB of online storage  for free  so where ever in the world you are you can restore it and you can backup also in your computer itself..

Link: Microsoft MyPhone