Ron and I have been taking a look at this because I found a basic problem with the backup command.
However, the first prompt is really to ask you from where you want to back up your commands. That would be from the VoiceComputer folder in My Documents and depending upon whether you're using Windows XP or Windows 7/Windows 8. The second prompt is asking you where you want to save the backup zip file containing all of your commands. Yes, I know it's confusing. It took me about five minutes when I first started using the command to figure out why your profit twice.
What I've been finding is that there are times when the backup command does not create the archive file at the location you specify even though it correctly identifies the commands, displays them for you, and that allows you to proceed to the location where you want to save it. Let me know if you run into this problem. What I'm finding is that sometimes I can get it to work properly and sometimes it leaves a blank folder.
The way that I normally work with importing my custom commands for VoiceComputer is that every time you install a new version, VoiceComputer creates a new backup (VoiceComputer.bk#[1, 2, 3, etc. depending upon how many times you uninstall and reinstall VoiceComputer specifically when installing a new version) the highest numbered backup is the most current, but you can also check it by date. When I want to import my commands, I just use the Import option in the "Configure VoiceComputer" dialog and say yes to the default. Then I search for my most current backup folder as described above, highlight it, and click OK. You will get a list of your current commands displayed, which you can check to make sure their complete, and then clicking OK in that dialog will import them into your current VoiceComputer folder. You should wait for a short period of time until VoiceComputer confirms the import. Regardless of which way you backup and import your VoiceComputer commands, always check and make sure that they are actually imported and are working properly.
As regards your second question, THE ANSWER IS NO. I brought this to Ron's attention because we've also been working on another related issue. However, your custom bookmarks/tags can be found in your backup VoiceComputer folder or in your current VoiceComputer folder | Tags folder in the file "Favorites.xml". You can always store a copy of that somewhere else and/or you can simply copy it back into the "tags" folder from one of your backup VoiceComputer folders. However, for the time being I would suggest that you avoid playing around internal to your VoiceComputer folders so as to avoid any complications. This tip is simply FYI for the time being. If you want to experiment with it, you can but you do so at your own risk.