The easiest way to back up your contacts without using Outlook, Thunderbird, or anything else like that on your PC would be to use
pimbackup. Your contacts are stored in a PIM file on your phone. If you aren't wanting to install any additional software to achieve this, you can copy/paste the PIM file from your phone to your desktop and vice versa, but you will not be able to open it and view it on the PC. It would just be a backup file so you could restore contacts after a hard reset/accidental deletion.
From their website:
The PIM backup application is a tool that allows to backup/restore personal information stored on windows mobile based pocket devices. Concerning the personal information, I refer to contacts, appointments, tasks, messages, calls,...
The backup is totally independent of the version of Windows Mobile running on the device and independent of the device itself. The backup is also independent of the language used on the device. You can easily backup on a Chinese device and restore in a German one.
There are two kinds of backups. The binary based backup has been implemented in order to have a backup/restore process which is fast and more reliable, the disadvantage being that the backup contents cannot be easily modified or viewed.
The text based backup has been implemented in order to see/edit the contents on a pc for instance.