if you have c-panel

you need to select from the options on your main c-panel page

Mysql databases

Once you have selected this you will be directed to another area. At the bottom of this page you will see a link for

phpmyadmin

Click on this and you will be directed to your internet based databases.

Select the database you want to backup, then you will find an option to export database. Click on this. You will then be taken to another page where you select options for backing up.

hope that helps

Merlinpa above Explains it little better!!