Astro File manager is another useful app for your Android device. It is something like Total Commander for Windows or Midnight Commander for Linux. This great freeware file manager has a backup functionality too. It is able to backup your application to the SD card.
Click the Menu button on your HTC Hero device (or something similar on another phones), select Tools and tap the Application manager/Backup option. The Astro will load the application list. Select one, more or all of the applications and click the Backup button. Your software will be copied to the SD card.
Select all/some of your apps you want backup
Your apps now show as "Backed Up"... when complete