Another option is to save your photos to a CD or DVD (this is what I do!). To do so, just follow these steps:
a. Open the Windows Live Photo Gallery
b. Select the photos you want to burn by holding down the CTRL key and selecting the photos with the mouse. Use CTRL + A to ?select all?.
c. Click on ?Make? in the taskbar (a few over from File)
d. Choose either ?Burn a DVD? or ?Burn a data CD?
Here is more on backing up (including backing up to an external hard drive) - http://windowslive.com/Connect/Post/8abcd44d-e2fb-4d1d-8efc-cb24e55038ed
Hope this helps!
How does one backup the Photo Gallery data base along with all the photos to an external hard drive like a Maxtor?