To create a simple backup of your site database, open SQL Management Studio and connect to your database server instance. Normally this will be Localhost orLocalhost\SQLExpress or Localhost\IntraConnections. Expand Databases, right click Tasks and select Back Up
The default settings should be sufficient. This will save a [databasename].bak file to the standard location.
[Program Files]\Microsoft SQL Server\MSSQL.1\MSSQL\Backup\
This default can differ depending on your installed version of SQL but will be indicated in the path specified in the Destination window. You can either change this location prior to running the backup or copy this file afterwards to an off server location.