How much space are you talking about? Ideas without knowing specifics...
#1 traditional unmanaged back up space: Unmanaged backups are provided by creating an account for you to connect to and use your own software or protocol to upload data to the storage account.
#2 traditional managed back up space: Managed backups are provided by creating an account for you to connect to on remote servers and using your control panel or FTP, sFTP, or SCP protocol to upload data to the storage account. Back up managers will monitor the effectiveness of your backups or configure the programs that activate your backup services.
#3 Back up to an additional hard drive.
#4 Back up to an offsite server (server in another datacenter).
Whatever you do. Just make sure you back up. It's not a matter of if a hard drive will fail. It's a matter of when.
I need a solution to backup a whole windows server (MSSQL, MySQL, MAIL, Registry etc...)
For basic needs don't see why you can't use NTBACKUP.
Nothing fabulous but you can just toss backups off to a secondary hard drive and/or a locally attached tape drive.
MySQL and SQL would have to be dumped manually then backed up since NTBACKUP does not have agent support for those DBs internally. If mail = Exchange than NTBACKUP recognizes that and will backup your message stores directly. You could also have a job that runs exmerge to dump your Exchange mailboxes to PST files. This is analogous to so-called block-level backups in backup software because it's often (usually?) much easier to recover individual mailboxes than an entire message store when there is a data recovery need. Otherwise if this isn't Exchange assuming you don't have locking / open file issues you could just backup the raw mail files.
If you want something serious with SQL agent support look at a real backup solution like BackupExec or Arkaeia. It's far easier to manage backups this way rather than kludging together a bunch of scripted data dumps (which are inherently unreliable and hard to monitor unless you login to your backup server daily to verify the backups completed) + NTBACKUP.