You can use the backup function by clicking on the Backup link in your control panel. Or, you can log in to phpMyAdmin and download a backup through there.
If you have SSH access, you can do the following:
1. Export A MySQL Database
This example shows you how to export a database. It is a good idea to export your data often as a backup.
# mysqldump -u username -ppassword database_name > FILE.sql
Replace username, password and database_name with your MySQL username, password and database name.
File FILE.sql now holds a backup of your database, download it to your computer.
2. Import A MySQL Database
Here, we import a database. Use this to restore data from a backup or to import from another MySQL server.
# mysql -u username -ppassword database_name < FILE.sql
Replace the parts in bold with your own information.
This powerful, easy to use command will backup your database. Simply export your data to a safe place for safe keeping.