Syncing my apps before upgrade?

Hi,
New poster here!
So I have a iPhone 3GS, iOS 4.1 and a home computer with Windows 7  and iTunes 11.
So it's finally time to update to iOS6!   Iwant to make sure EVERYTHING is backup before I go anyforward. As a selmon iTunes user, it's been a while, but I opened up iTunes thinking this process would be as intiitivly designed as their hardware. Was I wrong. Can someone please help me figure out what I'm doing?
I connected my phone and iTunes recognizes it. Great! Questions:
I don't see any buttons or checkboxes for backing up SMS or phone settings?
First I did "Back Up Now" that's done, but it didn't tell me what it backed up. What did it back up?
Then, I did "Transfer purchases" that's done, but I'm not sure what it transfered? Free apps? I really didn't purchase them?
Okay, so now I guess I want to synch!Options tab: I want to back up my mail settings, but I DON'T want any program on my computer to start using them, I just want to back the settings up. Was I covered in #2 or should I do this?
The big one: APPS.
I open Apps and after about 10 seconds of being in that tab, the 3 gig green measurement apps bar at the bottom completely shrinks. Does this mean if I hit apply all my apps will be removed?
On the right side I see all my apps, 170 of them. Looks great On the Left I only see about 10 apps with "remove" next to them. I'm assuming what's on the left is what's on my computer? Doing a transfer purchase only added 3 apps to this list. I know i've synched about 6 months ago. So how to I get all 170 apps from my phone to my computer without everything getting deleted on my phone?
(I keep no music or movies, tv shows or photos  on my phone, so I skip those tabs.)
Thank you!

Okay, you really should read the User's Guide so that you have a better understanding of how the iPhone is designed to be used.
Frankly, if you are still running iOS 4.1, why in the world are you upgrading now? 
About iOS Backups
How to Backup

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