how do I backup the stockalyze?
I guess you are talking about Watchlist and Portfolio. You can do it manually. You can copy portfolios.xml and watchlists.xml from "%appdata%\Lunetek Software\Stockalyze" to somewhere else. You can later replace it.
Be reminded that Stockalyze reads these files on startup and saves the data while exiting. This will soon change, you will have option to save them when you make a change.