These Windows XP settings can be backed up one at a time for each "user" account using the "Files and Settings Transfer Wizard":

 

Internet Explorer settings - This includes items such as your home page URL, favorites or bookmarks, cookies, security settings, dial-up connections, and proxy settings.

Outlook settings and store - The settings that you need to connect to your mail server, your signature file, views, mail rules, local mail, and contacts.

Outlook Express settings and stores - The settings that you need to connect to your mail server, your signature file, views, mail rules, local mail, and contacts.

Dial-Up connections

Phone and modem options

Fonts

Folder options

Taskbar settings

Mouse and keyboard settings

Regional options

Network drives and printers

Desktop contents

Desktop background image

My Documents folder

My Pictures folder

Favorites folder

Cookies folder

Accessibility

Screen saver selection

Sounds settings

Office settings

Common Office file types

 

NOTE: This "Files and Settings Transfer Wizard" backup method should not be 100% relied upon when backing up all of one's data. Generally speaking, this method is unique in that it can back up individual user settings. But if settings are not that important, then a raw data backup or creating a clone of your hard drive is often the better route when it comes to data backup.