You can either create a SQL database backup via a cron job - or you can use a small peice of php to do it for you...
Create a new file in notepad and copy and paste the following into it:
<?php
#Create a dump
$cmd = `/usr/local/nf/bin/mysqldump -u Username -pPassword databaseID > dbBackupFile.sql`;
?>
Now save the file as a .php file (backupdb.php for example) and upload it to your www folder.
You can now call this script via a cron job as often as you wish - thi script will create a backup in your www directory.
Don't forget to change the Username, Password and dabaseID for your details
I also know of a script that will create a sql backup and email it you as an attachment if anyone is interested?