Also, look for "barrybackup" which will release you from the cumbersome windoze Device Manager. I got it running and it's a snap.
All you need once it's installed is to find your PIN# (which I think is really a serial# for your device) Options>Status> (find PIN), connect your BB via USB and boot barrybackup. It should autodetect your BB and display the PIN. If not enter it accordingly. You will then be prompted to name your BB, and you can run the backup. Takes about one minute.
NB: Barrybackup only handles "device memory" so you will have to use something else for SIM or Media cards.
Note: this is just a backup- not an interactive application. For that, you need Funambol or similar.