auto save datatable as xml periodically

SQL Server should have something built into it to do what you want to do. I am sorry that I don't know the specifics, but database systems for large businesses need to be able to ensure that data is not lost. It is a very common and reasonable requirement.
 
I was a database programmer back in the days before Microsoft existed. I am familiar with the database system that large businesses used back then. At that time, the biggest database system that IBM had would write all transactions to a log file, so there was a record of all data. The log files got written to tapes, so if the main system crashed, they would still have the data. I don't know how SQL Server server does something similar but I assume that SQL Server does have a way to retrieve transactions.

Amit, Thanks for your response. I'm quite new to Multi threading. Can you help me out with some basic articles on Multi threading or any other references. Also, is there any other way of doing this task.

ok i got it..

then start a thread as user starts the application and you can run it after a break of 1 min or  what ever you want..
and in that thread just export your dataTable to XML using DTable.WriteXml() method.

I dont want the datatable in my application to be saved to my database until the user hits save button. at the same time i dont want the data to be lost before the save button is hit.

hi friend,

I suggest you to do it from the Database end. not from your window application end cause if you write program for it then it'll take backup only when your application is running.
But if you want as long as the machine is powered on your data gets Backing up then you can create job and schedules in case of SqlServer.
Few lines of Some T-Sql code will do it easily.