You've not suggested what flavour of wallet you have
If you've got the namecoin-qt, then you can just do [File][Backup Wallet].
If in doubt and you can't find an answer on Google for NMC, then look to Bitcoin FAQs as there's little difference for such questions.
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https://en.bitcoin.it/wiki/Data_directory#WindowsIf you've got another type of wallet than the standard, then it should be similar location and options.