Sorry, you can't do what you want to do. There is no way to back up the OS, especially on a Mac.
Even on a Windows PC, the backup via Desktop Manager only backs up data and settings... not the actual OS or applications.

On a Windows PC, you could always use Desktop Manager to reinstall the handheld OS in the event that you need to recover from a device failure.
Unfortunately, on Mac OS X there is no such capability.