Here is how I do it:
Create a new folder on your computer and name it AUDYA BACKUP or something similar.
You also need to make your system and hidden files visable from your computer. (This is VITAL for a total backup). To do this:
With windows XP:
open "my computer"
select 'tools'
select 'folder options'
select the 'view' tab
under 'hidden files and folders' click the 'show hidden files and folders' radio button.
scroll down a little and uncheck the box that says "hide protected operating system files"
(be careful now as you will be able to see every file on your computer, including all your windows system files.)
Plug a USB cable into the Audya's rear USB socket and connect the other end to your computer.
Open a new window showing the contents of the Audya's hard drive.
First, copy the FILES from the root directory into your newly created AUDYA_BACKUP folder on you computer.
Next, copy each folder ONE AT A TIME into the AUDYA_BACKUP folder. (the reason to do one folder at a time is in case you need to stop or in case an error occurs, you wont have to start all over again)
NOTE: the Audya's hidden folder; 'SYSTEM' contains a large ammount of data and will take a significant ammount of time to copy over.