To back up your EFS certificate

1. Open Certificate Manager by clicking the Start button Picture of the Start button , typing certmgr.msc into the Search box, and then pressing ENTER.‌
2. Click the arrow next to the Personal folder to expand it.
3. Click Certificates.
4. Click the certificate that lists Encrypting File System under Intended Purposes. (You might need to scroll to the right to see this.)
   If there is more than one EFS certificate, you should back up all of them.
5. Click the Action menu, point to All Tasks, and then click Export.
6. In the Export wizard, click Next, click Yes, export the private key, and then click Next.
7. Click Personal Information Exchange, and then click Next.
8. Type the password you want to use, confirm it, and then click Next.
9. The export process will create a file to store the certificate.
   Enter a name for the file and the location (include the whole path) or click Browse and navigate to the location, and then enter the file name.
10. Click Finish.

Links to the original and some other helpful documents.

http://windows.microsoft.com/en-US/windows-vista/Back-up-Encrypting-File-System-EFS-certificate

http://technet.microsoft.com/en-us/library/cc700811.aspx

http://support.microsoft.com/kb/223316