Most basic question ever: how to download a copy of my theme

I have probably the most basic question ever. I have the newest version of WordPress and the TwentyTen theme, and I need to know how to download that theme to my desktop so that I can copy and rename it/make a child theme.

I lost my whole website last month because I didn’t know I was making changes to the parent theme, and when the parent updated I lost everything. Now, I need to create a child theme! But I understand the first step is being able to download my theme to my desktop.

Can anyone please explain how to do this to someone who is truly a newb here?