Hey paulmancan2,
if you need a nice simple way to get a MySQL dump off site to an alternate location, there is a nifty little program from sourceforge:
AutoMySQLBackup VER 2.2
Very simple to set-up(IMO), it will back-up some or all(you choose) of the mysql DB's, it then e-mails (you choose) a .gz of the dump. Then it puts a copy on the localhost to the dir that you decide. It also does weekly and monthly dumps, it is a slick little program.
For what it's worth, I use a tape back-up done daily, and the AutoMysql', to get the database's off-site. My 2 sites are small and simple, so, the DB's are pretty tiny.
Hope this helps.
Joe