I did like to make a whole system backup in Ubuntu Linux.
Any program you can advice my to use?

The backup shall include all files on the computer. When you later restore your files every file, setting and program should be back in place.
This backup file shall only be used on this computer only, so the hardware will not be changed.

Have you considered booting the Ubuntu CD and then using it to make a gzipped tarball of your partition(s)? That might or might not satisfy your requirements, but you haven't really explained what they are. If you want something that will do "bare metal recovery" have a look at Mondo Rescue.

If you want to be able to insert a CD, reboot, and have you entire system restored in one go, you'll want to use a disk image cloning application. However, this isn't usually practical to do very often. It might make sense to clone your drive maybe monthly at most.

For mot practical uses it's more maintainable to simply create these 2 items:

(1) A boot disk you can use to access your system in case your operating system can't boot or grant you access
(2) Regular compressed tarballs of essential software, configurations, or media of interest.

If you have more details about what you're trying to do (or avoid), it will be easier for others to provide details and links to software to suit your needs.