Setup a Job to create the backup and place them where you need them, you'll need SQL Agent running to have it run automatically.
Setup a job that executes some T-SQL similar to this
BACKUP DATABASE [database] TO DISK = N'C:\MyBackups\database.bkp' WITH INIT , NOUNLOAD , NAME = N'Datbase backup', NOSKIP , STATS = 10, NOFORMAT
If you smurf around in Enterprise Manager theres some Wizards for building this all for you as well, just can't remember the exact place off the top of my head to find them.