I try and avoid using databases so much that I can never remember any commands, but I've had to look this up more than once:
DOS_PROMPT> mysqldump --user=[UID] --host=[server] --password --opt [database] > [filenameForDump.sql]
Lots more info is in the manual at:
MySQL 5.0 Reference Manual :: 8.10 mysqldump — A Database Backup Program
It alows you to dump the schema creation sql as well as sql to load the current data.
BTW, remember there's also
...=1to enable / disable foreign key constraint checking for the duration of any upload