Firstly, you'll need to install the android sdk to get adb (Edit: And HTC Sync for the drivers). Once you have that, open a command prompt and cd to the adb folder, eg
adb backup -apk -all -nosystem -f c:\backup.ab
You'll need to confirm the backup on the device itself for it to start and, optionally, set an encryption password for the backup.
Once it's finished, plug the One X in, enable 'USB Debugging' in Settings -> Developer Options and then run
adb restore c:\backup.ab
Note: this feature of adb only works on ICS so you can't backup from previous android versions (although i haven't actually tried).
If the backup option doesn't exist in your adb, make sure you have the latest Android SDK