When you don't have command line access to your server, you can still do a complete database backup if you have phpMyAdmin as a management tool.

Select the database you want to back up, then click on the export tab. Select All tables, check off the Save as file box, and click GO.

The resulting .SQL file is an ordinary text file. Before relying on it as a backup, check its size. If it is larger than phpMyAdmin can use in an import operation (click the import tab and you will see the maximum file size), you need to take a look at backing up individual tables.