tar, tape archive, although that is misleading, it is simply a backup file similar to zipped archives. It will create backups of files/directories and individual files can be extracted at will. Actually I was impressed with Konqueror being able to navigate a complete tar as if it simply was a directory.
the simplest way is
tar cf filename.tar <filename1> <filename2>
tar cf filename.tar * (wildcard)
tar cf filename.tar /path to directory/ (recursively backup from that directory down).
You can then gzip, compress, etc. It is then a single file you copy somewhere. Search google for an easily readable 'man tar' or simply search here. Tons of tar information.
P.S. If the tar is too big, you can 'split' the tar file into manageable chunks then 'cat' (concatenate) back together, but I leave that as an exercise for the reader.