A [url="http://www.bestbuy.com/site/olspage.jsp?type=category&id=cat01049"]flash drive[/url] is a small USB harddrive. They range from 64MB to 4GB; you can get 256MB-512MB for about $20 so they are pretty cheap now.
Another way is to use a CD/DVD burner to copy the files to a disc. If you have a burner and the software, you can just copy the files to a CD/DVD and then copy them back from the CD/DVD when needed.
A safe place would be another computer, a second harddrive or a CD/DVD backup disc.
When you said that you tried but it didn't work, what did you do to try to backup your files before? If you can give us some details of what you were trying to do, what you physically did, what part of it didn't work, etc we can give you more advice about what might have been the problem. Or you could send a PM if you prefer to handle it that way.
Traitiper,
Oh, was that two Fridays in a row? I hadn't noticed.
