Option 1 : Get the app called Titanium Backup. There's an option there to create your backup on your memory card. Do the backup, remove the memory card, restore your phone and run a virus/spyware scan on your memory card using your computer, to make sure that the "spy" thing is cleared out before you load the memory card in on your phone
Option 2 : Samsung has it's own PC software called Samsung Kies. It's kind of like iTunes for an iPhone, and I'm pretty sure you can use it to backup your phone and save it on your PC.