Backing up configurations.

I have everything I might need again (eg drivers and downloaded stuff etc.) all in one folder all in relevant subdirectories so I can save them onto a CD.
But what I would like to know is how do I back up my WinWord customisations, and IE favourites, and Outlook addresses, and game configurations and so forth. Is there a function in backup that will do all this?
Do I need to save the relevant folders all individually with links to auto update when it changes. How do I know the folder I presume has all the data in it is the only one I need to back up/save? I’ve given this a lot of points for a thorough answer. And obviously will do my best to distribute the points if I get the answers from various sources.