To do a backup you need the bootstrap utility program available here:
Droid X2 Bootstrap with Chinese ROM Update Zip - xda-developers
Ignore the part about the Chinese ROM, you just need the APK file.
Once you install it you can check out the youtube video here
on how to install it. Basically, you just install the apk file, click install recovery, then plug your phone into a wall charger
and click "recovery mode". The phone will boot into recovery mode.
Then, you can select "backup and restore" and choose where you want to set your backups to either the internal or external SD card. I don't think it matters where, just remember where you put it. Once you do so the phone will perform it's thing and do the backup of your current system. You can then install your custom ROMs. To restore you go through the same process, just choose the right options. Use the vol up and down buttons to navigate and the power button to select the option.
Note: This program is also the easiest way to install the custom ROMs. You just save the ROM zip files to your sd card and then choose the option to install zip from SD card to do your ROM installation. It is always recommended to wipe data and cache first before installing a custom ROM.