The problem with SQL Server 2005 Express and 2008 Express is that they do not come with a tool for scheduling database backups.
Use these scripts to backup all of your SQL Server databases to a single directory. It will create one .bak file for every database. The file name will have the date appended to it. Backups older than 14 days will be deleted. Read the readme file inside the download for info on configuring the scripts. You can run the batch file manually or create a scheduled task to have it automatically make backups daily/weekly/whenever.
Works in SQL 2005 & 2008 Express and also in the full versions. I haven't been able to confirm that it works in any version of SQL Server before 2005, if you find that it does let me know and I will update this page.