Backup Database from the prompt-
mysqldump -u(databaseusername) -p(databasepassword) (databasename)>backupfile.sql
Example-
mysqldump -uocsfoundation -ppassword forums>forumsbackup.sql
This is the best way to do it and you should not rely on phpMyAdmin since it will sometimes not do it right and you will be unable to re-import it later, or with a lot more effort ;-)
Learned this the hard way ;-)
-Jason