1 - KB12487-How to back up BlackBerry smartphone data using BlackBerry Desktop Software for Windows
2 - There are many advantages to upgrading your software. Better power management, bug fixes, etc.
3 - While RIM (maker of BlackBerry) releases all OS versions, they generally release them to the carrier directly (testing, quality control, etc...) and they do release them in numerical order, the current OS that most newer BBs use are 7.1.x.xxx. You should also take note to download and install the OS for your device (they are device specific). If you have a 9900, then make sure you download the OS version for your device.