Just do a file save as to a different drive (internal or external, both is not a bad idea)
I keep a folder that has all presets for any effects, VSTi, etc. as well.
You'll have to move this folder manually to the backup drive.
In Sonar use the VST2 drop down to save your presets.

That lets you save the preset wherever you want.
A "presets" folder in the project folder as I said above.

Project folder looks like this.
You can copy the project folder (here it would be "Massa") to any drive you like;
but I tend to do a "save as", then copy the "Presets" folder over.
Be sure to tick the "copy all audio with project" in the "save as" dialog.
That's how I roll anyway.
Tom