You can't strictly speaking do realistic 'real-time' backups except by using a Mirror RAID (and that isn't really a backup) - this is where you have multiple (2 or more) identical hard drives in the same computer. Whenever data is written to one, the same data is written to the other.
It protects against hardware failure, but not unintentional data loss (accidentally deleting a file) since deleting a file performs the same operation on the mirror drive(s).
In which case you probably want to combine it with a very frequent incremental backup to an external drive which most OSs (including Windows) have built in.
Mirror RAID is something else and it involves extra hardware. – Tony_Henrich – 2012-09-04T23:32:35.697