Ok, no problem.
1) Turn the phone off
2) Turn the phone back on while pressing and holding volume down to get to hboot (white screen with menu options)
3) Select the option for recovery
4) The phone will reboot, and you'll be at a black screen with menu options
5) Assuming you have Clockwork (default with unrevoked), select the option for nandroid
6) Select the backup option, and recovery will make a full backup. Once it is done reboot.
If flashed RA recovery (guessing you didn't), follow the same steps until you get to recovery. The options are just a little different. At the main menu, you'll have an option that says backup/restore. Like I said, I'm guessing you didn't flash a different recovery.