I think PSE 5 saves catalog files as *.psa files. If you do a search on your computer for filenames *.psa, you should find them. Then you can just do a copy and paste to another location and have a copy of that file.
In Organizer, if you "backup the catalog," you are actually backing up your photos or whatever---which is good, but you want to backup the catalog FILE, as well, because that's where your tags live. There is some confusion with the terminology, at first I thought when I backed up all the pictures, I was backing up the tags, too.
The best way is just to copy the file periodically so you have a clean catalog file.
Hope this helps!
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Sarah 
Equipment: Sony A200, 18-70mm, 75-300mm
Software: PSE 6.0
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