I found this in a few different places around the 'net - hopefully it's helpful:
Manually Install Backup in Windows XP Home Edition
The Backup utility is not included in the default installation of Windows XP Home Edition. The Backup icon is not present on the Start menu in Windows XP Home Edition, nor is Backup listed in Add/Remove Programs for Windows XP Home Edition. The backup program is found on the Windows XP Home Edition CD in the Valueadd folder.
- Double-click the Ntbackup.msi file in the following location on the Windows XP Home Edition CD to start a wizard that installs Backup:
CD-ROM Drive:\VALUEADD\MSFT\NTBACKUP - When the wizard is complete, click Finish.