I won't know how full your hard drive is - never had a message like this! are you sure the drive is full?
not that some malware stuff is spitting out those messages!
but if you need to backup your data - use an external hard drive, copy your user data files to that drive (you don't have to copy something like the windows directory to that drive - it's not useful and some files can't be copied when windows is active)
you can also use the backup function that came with windows.
read more about it [http://www.microsoft.com/windowsxp/using/setup/learnmore/bott_03july14.mspx|here (click me)]