From experience I have found that it's more reliable to use your server's backup features rather than vBulletin if you have a medium to large database. This avoids timeouts or other issues.
Also it's worth checking if you can access your MySql server remotely, if so then look at a third party MySql client such as Navicat which is an excellent tool for MySql work and very good for pulling backups from the server to your local machine.
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