You can also do this (for windows 7 only [I'm not sure about vista])
1. Open the Control Panel (All Items View).
A) Click on the System icon.
A) Right click on the Computer button and click on Properties.
3. Click on the System Protection link.
4. Close the System window.
5. Check to make sure that you have System Protection turned on for the listed available disk, that you want to create a restore point for, to include it in the restore point.
6. Click on the Create button.
7. Type in a description for the restore point to help recognize it when doing a System Restore, and click on the Create button..
8. You will now see some sort of loading thingy

THEN YOUR DONE!
well not until the loading thingy finishes of course