]use phpmyadmin ONLY if your DB is small... that is under 20-30Mb... I wouldn't recommed using phpMyAdmin for backupping at all...
Backup your DB :
mysqldump --opt -h HOST_HERE -uLOGIN_HERE -p DATABASE_HERE | gzip -c --best > /path_to_your_folder/backup/`date +%d_%m_%y`.Forum.SQL.gz
Backup your files :
(let's say u want to backup whole WWW folder so then u have to
cd .. once (level up)) then u use
tar cvpf Forum.tar www
and then
gzip -c --best Forum.tar > `date +%d_%m_%y`.Forum.tar.gz
Backup part done
Restoring DB:
gunzip DATE_OF_THE_FILE.Forum.SQL.gz
and then
mysql -h HOST_HERE -u LOGIN_HERE -p DATABASE_HERE < /path_to_your_folder/backup/DATE_OF_THE_FILE.Forum.SQL
Restoring your php files etc:
tar xvfz DATE_OF_THE_FILE.Forum.tar.gz
All u need

I moved host over 6 times now, I have +100-150 hacks installed... never had any probs