The data for Klok is stored in a file called klok.db. The default location of this file is at the following location but you can change that on Tools > Preferences screen.

Windows XP: C:Documents and Settings[User Name]Application DataKlok2.DD7F2188B985C2439837C76B42A187050457E61B.1Local Store

Windows Vista: C:Users[User Name]AppDataRoamingKlok2.DD7F2188B985C2439837C76B42A187050457E61B.1Local Store

For OS 10.4x/10.5x: user/Library/Preferences/Klok2.DD7F2188B985C2439837C76B42A187050457E61B.1/Local Store/klok.dat

For Linux (Ubuntu): ~/.appdata/Klok2.DD7F2188B985C2439837C76B42A187050457E61B.1/Local Store/klok.dat

Close Klok and copy that file somewhere safe. In the event of a problem, just copy that file back and start Klok and you will get your data back. As you might have guessed, you could use this method to transfer your data between computers if you wanted to, essentially allowing you to “sync” multiple instances of Klok.