Usually this doesn't work unless you've got a dedicated server. You do need access to the mysqldump command via the command line.... which is sounds like you have.
Beyond that, make sure your path to the mysqldump command is correct in your config file.
dodbbackup.php should be in your admin directory and is included in the 6.4 distribution. You'd probably have file not found errors without it.
Make sure the path where the files are being written to is writable, so that the files can be
If all that's correct, then *if* it will work on your server, it should work. But again, depending on server setup, you can't always do this operation via the web. In those cases, you'll have to either do the backup via the command line, or use something like phpMyAdmin.
