I would say its a few more than that Mxx..
These are the files needed for complete backup :
cmd.dat
favorite.dat
History.dat
Sites.dat
skiplist.dat
Stats.dat
Bookmarks.dat
(Basically all .dat's)
and also the Flashfxp.exe & flashfxp.ini
if you want help, flashfxp.hlp.
The easiest way is to zip or rar or ace these files & you should have the complete backup.
Shark.
P.S. obviously all the .dat's arn't REQUIRED, but if you want full backup (with all settings saved), its better to have them