i don't know of such application.
but what is so bad about backing it up to the External SD card?
you want your backup to be with you all the time, so in case of "OMG! happens", you can easily Hard Reset, then restore from backup from the SD card.
once on the SD card, you can easily copy it over to your PC, the next time you hookup your USB cable.
if you want it done automatically, you can always create a script on your PC to grab X files from X folder every time the USB connects to X device
I love the backup software from PalmOS, they works automatically just as you wanted.
I never found a good one that actually works on WinMobile
in Android it's almost perfect, it just missing the part to sync the backups to the desktop automatically.
But that's a minor thing, as you can do the batch command mentioned above.