The software provided with the DexDrive sucks, period. As Aussie2B pointed out, if you do get a DexDrive, download the free and useful Dexter, by Neill Cortlett:
http://www.neillcorlett.com/dexter/
It works in XP and is much more intuitive than the default software.
Also, the PS3 USB memory card adaptor sounds like a good idea too if you want to back up more than just PS1, as the DexDrive only supports PS1.