In tip 2500, I explained how to backup your NTUser.dat and the computer's registry hives, using a System State backup.
NTBackup for Windows XP backs up the the computer's registry hives to the %windir%\Repair folder.
NTBackup for Windows XP does NOT make a copy of your NTUser.dat to disk.
If you want to use the technique in tip 2500, in addition to the System State, you would backup \Documents and Setting\%UserName%, minus My Documents.
To recover the registry, you would boot the Recovery Console and copy the computer's registry hives to %Windir%\System32\Config.
To recover your profile, you would logon as Administrator and restore \Documents and Setting\%UserName% from the appropriate .bkf file.