I am an ex-Nokia user and used to backup the data with their PC Suite which is great and can backup everything easily and is a free application.
How do I do the same with HTC Incredible S?
[ I do not plan to get rooted. ]
You can back up your sd card to a PC by mounting it from the PC or over the network with a number of different syncing tools. This will not backup each application's state unless they specifically have exported configuration to the sd card. This will include all your pictures.
You cannot back up application state (to a PC) without root. See the other "possible duplicates" and "related" questions for how and why this is.
There is supposedly a backup API built into android (developer guide) but I have yet to see that actually be used, or see any reports by others of it working.