A back-up solution (300) is proposed for use in a data processing system, wherein different host machines support multiple guest machines. For this purpose, a master one of the host machines owns (306) a scheduling file, which indicates which guest systems are enabled to back-up their data, and when the back-up process must be performed. Every day, each other host machine verifies (309-318) whether the corresponding guest machines are included in the scheduling file for the current day. If so, the path of the respective data to be backed-up is added (324-330) to a control file on the master host machine. At the end of the procedure, the master host machine may then back-up the required data of the different guest machines (as indicated in the control file); at the same time, any critical guest machine automatically shuts-down (342-345), so as to ensure the consistency of the corresponding backed-up data.