All I want to do is copy every last little file on my linux machine to a backup directory on my windows machine. I want to seriously play with Linux and I want a complete backup before I do it. (every file accessible without decompressing.) I started by FTP'ing, but it would stop every 5 minutes with an error.

I suppose you could use SAMBA.

Either share all of / and then copy it to the Windows machine, or mount a shared directory on the Windows machine and type:

cp -a / /mnt/mount_point

If you are writing to a vfat filesystem you will lose your file permissions and ownership attributes. Losing the permissions and ownership will totally screw up your filesystem and make the backup worthless. You can avoid this by saving the files in a tarball.

You may need to look into using tar or cpio.

Another option would be to split the windows drive in two partitions and make a linux partition that is big enough to hold the other linux installation. Then you can use something like rsync.

There are many other options available.