I backup my DB on linux using a bash script. Was a pain in the rear as I wanted to back up each table into a separate file, so i've got 30 different statements running. Maybe there was a better way, but i'm not that clever.
here's the script. If you are using windows then you'd need to change the file creating bit, i guess
#!bin/sh
#This is the directory to save the log files to:
#create subfolder for todays backups
today_folder=`date +%Y-%m-%d-%a`
backup_dir="/dbbackup/"$today_folder
#If the directory exists for the date Y-m-d-a then...
if [ -d $backup_dir ]
then echo directory $backup_dir exists
else echo directory $backup_dir does not exist
mkdir $backup_dir
fi
#dump tables
/usr/local/mysql/bin/mysqldump --net_buffer_length=64k -u myusername -pmypassword dbname tablename> $backup_dir/filename.sql
/usr/local/mysql/bin/mysqldump --net_buffer_length=64k -u myusername -pmypassword dbname tablename> $backup_dir/filename.sql