You can
backup your database using the PHPMyAdmin feature in your control
panel. In PHPMyAdmin, select the database you want to backup and select
"Export" tab on the right screen. Choose the tables you wish to backup
(or "Select All" for all tables). Scroll down and tick "Save File
As..." and click on the "Go" button. Simply save the database that
begins to download, on your local computer.
HelpingHost.com backups all MySQL databases every day, but you are ultimately responsable for keeping a current backup of your databases.