The best way is via tftp server. You should be able to Google it and find a free tftp server program---they're pretty small. Once you have a tftp server program, make sure you start it, then minimize it, then the command in the router is
router>enable
router#copy start tftp
Address or name of remote host []? (this is where you put the ip address of the computer the tftp program is on, connected to the router somehow, of course, usually the one connected via console cable)
Destination filename [router-confg]? (just hit return, or name it whatever-confg)
then you should see some sort of output like this...
!!
3845 bytes copied in 0.088 secs (43693 bytes/sec)
The !! means success---you may have more than 2, or only 1 even, depending on the size of your file.
Your other option is to copy to a text file in Hyperterminal. With an active connection in Hyperterminal, click on the transfer tab at the top, then capture text. It gives you the chance to specify the location. I usually name mine "config (today's date).txt", and I save it straight to C:\Configs (a folder I make). In the router, type
router#sh run
Make sure you have the # prompt. Then it shows the config---keep hitting the spacebar everytime it says ---more---
at the bottom of the screen, until you see your
router#
again. Then go back to the top, and click transfer, capture text---this time, it will have a side arrow. Click stop.
I usually do both myself.
Hope this helps.
Jimi