Saving 2 location

Exactly what are you trying to accomplish?

Even with a multi-tasking operating system, there is no guarantee even with a bicamerated SAN that this could be accomplished.

you could write a script to do that, but If your talking about a MS word doc,I don't think you will be able to do it, unless you can find a app on the net.

you didn't say which OS you were using, but newer OS's will allow you to setup mirroring of a drive which would give you your dynamic backup that I think your after.

If using *nix you can always setup a symbolic link if this is just for accessing the file from different places.

More information is required before a better solution can be given.

Sorry for not giving details about the scenario.
It is a 5 computer workgroup in an office. All files from all computer are saved in a shared folder. All os are xp home with ntfs, so not too many features are there. For example, windows backup tool also not in home edition.
They have an external drive and I want to backup that folders data into this external drive. Backup software is too complicated for me and them. I found easy idea if the shared folder autometically copied to that external drive it will solve the problem. Whatever they saving into shared drive it should have another copy into the external deive, folder copy will be fine in this case, it will also be very simple for them to use. Please advice me