On WinXP Pro, you can use the built-in Backup feature (Start > All Programs > Accessories > System Tools > Backup). On WinXP Home, you could make a batchfile and schedule it to run at a certain time using your Admin account's credentials (it must have a password in order to be able to schedule a task, however).
If you want to do the batchfile, something like this should work:
xcopy "C:\documents and settings\user\my documents" "F:\backup" /y /e /c /i
And if you have the disk capacity, you may want to make a Monday.bat, Wednesday.bat, Friday.bat, Sunday.bat, give them each their own once-a-week schedule, and have them back up to separate folders so you can "go back in time" to various points, not just the last backup that ran. Ditto for using Microsoft Backup on XP Pro, you can set up multiple backup jobs.