In windows, backup your Favorites folder, that should cover your IE bookmarks as well as Outlook bookmarks, as I believe that they both use the same directory.
As for Netscape, backup the Bookmark.htm file.
In Outlook, you want to click file-->Import/Export--->then choose Export to file and select file type personal folder (.pst) make sure to put a check in the subdirectories box as well. To restore from the backed up .pst file, you do the same as above, but you'll be importing this time and selecting the .pst file.
Hope this helps
Shane