How to backup my character in Mangos ?

Hello people I am new here and sorry for my english

I need a help to backup my character account, i am afraid of doing some changes in Mangos and lose my character account

I am using SQLyog, in :
***root@localhost
*mangos
*realmd

I click in realmd or mangos, with right click, and select Backup Database As SQL Dump, i give a name to the file, and click Export button

But show a message box saying:

Could not create dump file.
Make sure the dump file -
1.) is not ready-only
2.) is not opened by another process

I don