BACK UP DATA WITH FROYO UPDATE

heh !  You're right, it's gone 

According to the Desire's how-to guide (all apps -> Learn more -> How-tos) , it should be in : Settings-> Privacy -> Back up my data and settings.  That would be nice if the Privacy item was in the menu.

The guide also doesn't mention the option to turn the Desire into a hotspot, so it looks like it wasn't updated for Froyo.  Maybe the backup option has moved, but I've turned the phone inside-out and didn't find it.

Nice one, that's certainly worth mentioning to HTC. 

As for your problem, I only see one quick (and partial) solution. 
The items in the SD card's "backup" folder can give a clue as to the date of the last backup.  Just look at the files (not the folders, the files themselves) for the date they were last modified. 
It's not much to go by, but it's better than nothing.

Nice workaround !  You deserve a cookie for that.

As for HTC, I've just sent them a mail as well about this.  I'll post here as soon as I get a reply.

Thanks very much for this, just spent an hour trying to find the privacy app!!!

To access privacy.

Go to Search under Settings and make sure that under Searchable items Settings is ticked.

Then on the home screen press the hard search button.

From the drop down menu at the top left choose Settings

Type in Privacy and you should find what you are looking for.

I did what all of you said. I search found the Backup and restore under Privacy.. however, I want to know how to put these apps back to Settings.? Anyone knows?

It just means that you shouldn't be doing backups without root

First part of my factory reset guide has the steps for backing up your phone. Check out the link in my sig