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The Windows 95 Registry
Windows 95 uses a special database of settings called the Registry. This data is stored in a pair of files called SYSTEM.DAT and USER.DAT. While they are basically regular files, the backup of the registry can be complicated if you are using Windows-95-based backup, because the Registry is always in use.
The abysmal state of backup software for Windows 95 dogged the release for, surprisingly, a good year after its release. Most of the software around when Windows 95 first came out was either low-quality, expensive, did a poor job of allowing a full restore, or had problems with either long filenames or the Registry. Fortunately, this situation has been mostly corrected now. Most better backup software supports backup of the Registry, although you may need to check to ensure that it is specifically selected.
Next: Long Filenames