Ok, If I have only drive C: what exactly should I enter in the field "Save set" in the second client's property sheet other than

VSS ASR DISK:\
VSS OTHER:\
VSS SYSTEM BOOT:\
VSS SYSTEM FILESET:\
VSS SYSTEM SERVICES:\
VSS USER DATA:\

in order to backup entire disk C:?

And how can I exclude directory with my SQL data (C:\Program Files\Microsoft SQL Server\MSSQL.1\MSSQL\Data)?

To backup the C drive in addition to your VSS just add the line below.
C:\

This is also trues for any other drives you may wish to backup. If you have other data on the same drive as your SQL DBs you will have to use "SKIP" to skip the SQL data folders.

Hope this help.