Where do I find System State tin WIndows Explorer (to backup)

[Susan]

Hi --

I backup my computer two ways: using the Windows Backup
facility to back it up onto another hard drive and using
DirectCD to back it up onto CDs, dragging and dropping
files from Windows Explorer.

I am able to locate and back up the System State when I'm
working in the Windows Backup facility, but I haven't yet
been able to find System State in regular old Windows
Explorer in order to drag and drop it onto my CDs. Where
is that file, please?

Thanks,
Susan