There are a number of ways to back up you widgets on your client.
1. Select all the widgets in the widget sidebar by clicking on the top left widget then on the bottom right while holding SHIFT. Then click the menu on the My widgets sidebar and select "Export". This will bring up a save dialog for you save the file onto your disk.
2. Again selecting all the widgets you can right click on the widgets and select "Email to...". This will create a notes document in your mail file with the widgets stored as a single attachment.
3. Upload the widgets to a Widget catalog.
In the first two instances above it is just a matter of dragging the saved file onto the my widgets sidebar. This will reinstall them. If you saved them to a catalog then just reconnect with the catalog to download the widgets.