Cinde,
Battery backup systems come in various capacities and you need to get one adequate for your power requirements. APC has a selector web page to help you pick a size at
http://www.apc.com/tools/ups_selector/index.cfm . Other makers probably have a similar page, but I'm not aware of them. I'm most familiar with the UPS systems from APC.
Generally, the UPS units for home PCs can connect to the PC via a USB port. That's optional, but when connected you can have the power management software on the PC perform an automatic shutdown and give you status information. Generally, the UPS unit will give an audible alarm when it goes on battery power or it detects that the battery has reached the end of its life and needs to be replaced -- batteries generally last from 3 to 5 years. The power management software on the PC can also give alerts and/or popup status messages regarding going on battery or returning to AC power. Some power management software allows you to turn off the audible alerts. Basic power management software is included in Windows XP and Vista. This software was developed by APC and APC UPS units come with a more fully functional version. If you are using Windows XP SP2 and have hibernate mode enabled, the power management software can have the PC hibernate instead of shutting down. I assume Vista can do this also, but I haven't looked into it.
UPS units can also be equiped with power regulators. These units are more expensive, but are useful if you are subject to frequent brownouts. Non-regulated backups will work under these conditions too, but you'll get popups when it switches on and off the battery and frequent battery use can shorten the life of the battery.
Generally half of the outlets on the unit provide the UPS backup function and surge protection while the remainder just provide surge protection. Some units will also have surge protection for your broadband connections.