You can backup your entire preset bank by doing a bulk dump into your Windows or Mac computer.
You can find the BULK DUMP function in the MIDI/UTIL menu. This requires a MIDI interface for your computer and a sequencer program like Cubase, Logic, DP, Sonar or a MIDI sysex editor like MIDIOX (freeware for Windows).
This way you save your entire user preset bank and you can always dump it back into the machine.
Saving and restoring single presets would require a MIDI patch editor program like Sound Diver, and you have to be familiar with MIDI Sysex.