This function will allow you to download all MySQL databases that are a part of your account. As these databases change frequently, you may require to download them more often than the files in your /home directory.
1 To access the Backup Menu, click on the icon above the words Backup on the main screen of your cPanel interface.
2 Click on the name of the database you wish to download below the words Download a MySQL Database Backup
3 Save the file to your computer.
Make sure to use a zip program that is compatible with .gz files when unzipping, and zipping the archive or the archive may not work properly. source: http://www.cpanel.net/docs/cpanel/