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?