In enterprise manager, expand the server and "management" nodes.
Right click on 'Backup' and create a new backup device. You can specify the file name and location of the file to be used as the backup device ('Device' here is used only as a reference - it is not really a physical 'device' but can be a tape OR disk file)
Then expand the 'Database' node.
Right-click on your database to be backed up and open the 'All tasks' option. Select the 'Backup Database...' option.
When you get the SQL Server Backup form, click the "Add" button. Find the 'device' that you just created. Then, click 'OK' and 'OK' again. this should back up your DB to the device/filename you want.