Using OneCare to perform a backup is entirely optional. You can use a different program if you want or not backup at all. If you use OneCare, follow the backup configuration wizard and select the where (the default is CD or DVD if you do not have an external hard drive attached and available), the when (typically you are reminded when a tune-up runs), and the what. The latter is the one that defines what you are interested in backing up for safe keeping. If nothing on your PC is worth saving, then turn off backup. If you have pictures or documents that you'd like to keep, then backing up is a good idea since hard drives do fail.
-steve