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Can you do backups with the date included in the backup filenames?

I am using SQL Server 2005 Management Studio.  I have a database that I want to do a full backup of every night.  Currently I have a job that runs and backs up the database every night, however when it does the backup it deletes the previous night's backup. The best solution I could come up with on my own is to append the database backup which just makes it larger, but I don't want to do that.  I would like the job to write the backup with the date in the filename so that it won't erase the previous backup.  Does anyone know how to do this?
Microsoft SQL ServerMicrosoft SQL Server 2005

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8/22/2022 - Mon