Hmmmm.... I haven't used CWM for such a very long time, I'm having issues trying to remember how again. I'm sure that if you go into your recovery and and look around, there will be an option to make a backup. Of course, you can go back into the thread that gave you the recovery and read up on all of it's options, plus they may have screenshots.
I'm going to go out on a limb here and assume that someone else rooted and rom'ed your phone for you. If that's the case, before you go and change things up, you should read, read, read... then read some more. You can very easily turn your really expensive toy into a useless brick if you go and do something that you shouldn't. The link in my signature says it all...