I discovered a great way to backup a whole database automatically. The answer is setting up a Cronjob command using the following code:mysqldump --opt --user=theusername --password=thepassword thedatabase gzip > db_backup.gz
Simply replace theusername, thepassword, and thedatabase with your data. You can set the Cronjob to backup the database whenever you want.
I'm using this method over at free-image-hosting.biz and I've set it up to make a backup everyday at midnight. The backup file is placed on the server just before the public_html folder so that only those with access can download it.
It is also possible to send the file over email but I have not managed to get this working.
Got to love those Cronjobs ;-)