Just copy the wallet.dat and the gridcoinresearch.conf to a 'backup place'.
In Windows you will find these files in 'C:/Users/YourUsername/%appdata%/Roaming/GridcoinResearch'
and on linux in '~/.GridcoinResearch'
Also check this: https://wiki.gridcoin.us/FAQ#Backup
Isn't it best practice to backup the .dat and .conf files using the built in wallet function (File --> Backup wallet/config)?
Somewhere I remember hearing that copying the files while the wallet client is running might mess something up. Not sure though.