Windows Vista includes a file encryption technology very similar to the one that existed in Windows XP, but Vista makes it very easy to make a backup of the file encryption key. In XP, your encrypted files would be lost if you changed your password. In Vista, an encryption key is used to sign the encrypted files, which also means it can be backed up. It is very important that you make a backup of your encryption key if you decide to use the encryption features, in which Vista will remind you immediately after the first time you encrypt a file.
To use the Wizard to back up the encryption key, simply click on the pop-up notification when it comes up, select 'Back up now' from the wizard screen, then click 'Next'. You'll have to enter a password for the key. This password will be used if you try and restore the encryption key later. On the next screen, you can enter a filename, or you can click on the 'Browse' button and choose a folder location. Type in the file name that you want, click 'Next', then 'Finish'.
If you previously selected 'Never Back Up' or you didn't get the pop-up notification, you can still back up the encryption key by opening up the Control Panel and typing in 'certificate'. Now, simply follow the on-screen instructions.