I am exchanging my phone today/tomorrow and want to back it up so that I can restore my settings/information on the new one. I went to Zune, no luck. I searched this forum and no luck.
if you setup a live id, then it will restore your contacts when you login in the first time on your new phone.
As far as apps and settings, I don't think there is a backup program yet. I would make a list of all apps on onenote so you can make sure you add them all to your new phone.