Oracle Database Express Edition (XE)

Hello.

I'm a complete novice when it comes to Oracle.
I have Oracle Xe installed on my laptop.
This laptop is running Microsoft XP Professional wth SP2 applied.
It is working, I have connected with the SQLdeveloper tool.
I have created tables, users, views, synonyms, and inserted data.
The SQL world is looking very good right now.

But I'm a novice and an idiot.
I would like to backup my data so that when I goof, I can restore it.
I have tried to backup two different ways.
Neither have worked.
An answer for either would be great.
An answer for both would be fantastic!!!

I can connect to the database thru sqlplus as any of several users:
the system user that was setup during installation,
the hr user that was setup during installation,
the northwind user that I setup.

#1)
I have looked on-line and found information about rman.
I can start rman from the command prompt.
But I can not get the "connect target /" ( per on-line instructions )
I get an "ORA-01031: insufficient privileges" error.
I have tried "target xe", "target system", "target system@xe", and so on.
I created a user that had all of the priviledges checked.
It gives me the same error.
Help!

#2)
There is a backup.bat file included with Oracle Xe.
I ran that and got errors saying that "Settings\Temp\backup_rmanlog.sql" was unexpected.
I assumed that was due to the value for TEMP.
I copied backup.bat to dmhup.bat and made changes to this.
I saved the current value of TEMP and TMP.
I set TEMP and TMP to C:\Temp
I made sure that C:\Temp does exist and can be written to.
I ran my script.
Now it waits for a while and then returns the following error message:
==================== ERROR =============================
Backup of the database failed.
Unknown log mode : SP2-0640:.
Log file is at SP2-0640:.
==================== ERROR =============================
Press any key to continue . . .

When I look in the log files in C:\Temp all say "SP2-0640: Not connected"
All of the .sql files start with "connect / as sysdba;"
It seems to me that this connect is the problem.
Help!

It seems that both backups are running into connection problems.
I looked at the Xe admin page and I have no sysdba user.
There is a sys user, but I hesitate to change the password.
The database is working right now, and I don't want to break it!

I know I'm doing something stupid here.
Can you tell me what it is please?

Thanks

Dan Hunter