Try this command:
mysqldump --user= | bzip2 -zc > bzipfile.bz2
The zipping is optional etc. the raw output is an SQL query that would rebuild and repopulate a database.
There are loads of options so try:
mysqldump --help
These are command line (sh or bsh etc.) which work on Unix/Linux, there is probably the same for Windows CMD.
Paul, February 2005