Before I begin, it’s probably worth mentioning while I’m a Microsoft employee, this is a personal blog.

You might have noticed that OneNote notebooks stored on SkyDrive or SkyDrive Pro tends to sync down to your computer as “Internet Shortcut”. It’s basically a short cut to the URL somewhere on skydrive.com.
You’re probably asking why – it’s because OneNote already knows how to talk over SkyDrive / SkyDrive Pro more efficiently than doing it over file-based synchronization.
Well that’s fine, until you have this problem: you have a personal requirement to always have local copies of cloud-backed services! You can easily accomplish this (for any file-based cloud syncing service, like Dropbox) by having your sync folder added to your Document Library, and having File History back these up to an external drive. However, backing up a shortcut to URL isn’t really that useful.
Here’s what you can do. Open OneNote 2013, go to File, Options, then Save & Backup.

Click on Backup Folder in the list, and click on Modify. Change the folder to be a folder that you’re backing up (My Documents\OneNote Backup is a good place).
To initiate a backup, click on [Back Up All Notebooks Now]. Optionally, change the frequency of your backups.
That’s it. I guess the only downside is that if you never open OneNote, backups won’t be initiated.
Please note that this page was migrated from an old Wordpress site; some of the formatting might be messy, and some images have degraded quality and resolution.