Download your facebook.

From the download page itself:

Download Your Information
Get a copy of the data you've put on Facebook.

This tool lets you download a copy of your information, including your photos and videos, posts on your wall, all of your messages, your friend list and other content you have shared on your profile. Within this zip file you will have access to your data in a simple, browseable manner. Learn More about downloading a copy of your information.
Security
This is a copy of all of the personal information you've shared on Facebook. In order to protect your information, we will ask for authentication to verify your identity.
WARNING: This file contains sensitive information. Because this download contains your profile information, you should keep it secure and take precautions when storing, sending or uploading it to any other services.

Here's how to do it:

Sign on to Your Facebook Account

Click on Account >> Account Settings >> Download your information (click on learn more)

That's it. =]