Ignore the original post as it doesn’t seem to work on a Windows host. BackupWordPress works fine …
http://wordpress.org/extend/plugins/backupwordpress/
Backing up your WordPress install / Adding a WordPress Backup plugin
Using the left side menu, hover over plugins, then click add new.
Using the search function, search for “WordPress SQL Backup“
You should now see your search results, click install next to WordPress SQL Backup and confirm by clicking yes.
You will need to enter your ftp details for the plugin to download. These can be found within your welcome email.
WordPress will now automatically install the plugin. Once its finished click the Activate Plugin link.
Once activated you will get a new left hand side menu item called Backup Site.
Click on the Backup Site link and click save changes on both settings.
You are now ready to begin backing up your website’s database and /wp-content folder (where your theme, images and plugins are kept).
To backup the WordPress database click on the Generate backup link. You will then be presented with 3 options, we want to directly download the backup file. Click on the download link. The .sql file will then be downloaded to your local machine.
To backup the WordPress /wp-contents/ folder click the Generate backup link below the heading Backup /wp-content/ Directory.
Please note this may take a few moments depending on the size of your site.
You can then download the created file using the Directly download the backup file link.