It sounds like you are referring to Windows XP’s native backup program. Don’t use it! It’s very problematic!
Since you want to back up the entire hard drive, you will need to use third-party software and an external hard drive as the destination for the archive file(s) you create. There are a number of programs that create images of the entire hard drive (or partitions, if you prefer). I have had positive experiences with Acronis True Image Home. Others have said positive things about Paragon.