Try setting to:
Create a SQL BackUp File From xxxx Database: Yes
Download Archive: No
This will place a zip file on the server (default your-zencart/cache/ )
Then use a ftp utility to download zip file.

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I download the file more time but every time the zip file have a deference size.

File Zilla Screenshot: http://t-shirt-tshirt.com/BackUp.zc.3.png

how can this happens?

thanks