Working with backup sets : Microsoft SQL Server database backup sets (Windows) : Creating a Microsoft SQL Server database backup set : Specifying the backup items
 
Specifying the backup items
1. On the Choose the database(s) to backup page, add the items you want to back up:
To add all databases, select the entire instance, and then click Add.
To add a specific database to the backup set, browse the Databases List and select the database you want to include, and then click Add.
You can also exclude individual databases after you have added an entire (parent) instance.
Your selection appears in the Backup Items Selected list.
NOTE:  Multiple instances on the same server are displayed; however, you can only add from one instance per backup set.
2. Click Next.