If you want to make a backup...
Question: Did you set the bin to the path during the MySQL Install? If not, your in for a world of hurt. If you did, do the following (I assume you know what DOS is)
Go into run and type cmd. Then after a black window appears type the following.
Code:
cd\
mysqldump -u root -p peq > peq.sql
The file will appear in what ever root directory you where in.
replace
peq with what the database is named, and replace
peq.sql with what every you want the backup named. I used to use MySQL Admin backup, but the files that Mysqldump makes, not only compress better, they start off smaller.