I use  Carbonite Online Backup for backup, one problem is that they don’t support backing up external USB drives.

However I’ve found that if you mount your USB drives in windows as NTFS folders then you can navigate to the drive, then select and back up the folders on the drive as if they where on the C: drive.

Instructions on how to mount the drives can be found here:

How to create and use NTFS mounted drives in Windows XP and in Windows Server 2003″
http://support.microsoft.com/kb/307889