These instructions don't help me because there is no "Backup Assistant" icon:
Is there another way to "open" Backup Assistant?
@NeedSomeAdvice, on the HTC Incredible, Backup Assistant is a sync app.
Go to menu->settings->accounts and sync. You should see backup assistant here. If not, simply click on "Add Account" in the bottom right and add Backup Assistant to the list of synced accounts. Follow the instructions on screen to configure it.