To elaborate on the second part of boxelephant's answer, here's a sample script you could save as a bat file and run via Windows scheduler.
sqlcmd -E -S .\sqlexpress -Q "BACKUP DATABASE [MyDatabaseName] TO DISK = N'c:\Backups\MyDatabaseName.bak'
WITH NOFORMAT, NOINIT, NAME = N'My Database-Full Database Backup'
, SKIP, NOREWIND, NOUNLOAD, STATS = 10"
This just logs into the local sqlexpress instance using a trusted connection and creates a full backup of MyDatabaseName and saves it to disk. You'd probably want to tweak the script to incorporate some sort of date/time stamp in the bak file name so you don't overwrite the previous backup.
The sqlcmd syntax can be found here: http://msdn.microsoft.com/en-us/library/ms162773.aspx
I've never used either of the third-party solutions mentioned, but if one meets your needs, it's likely easier to use one of them than rolling your own from scratch. OTOH, this is still pretty easy if all you need is a super lightweight backup plan.