This free script that will allow you to backup your website and even gives you the option to FTP that backup to another server. Requires that your server has Tar (most UNIX/Linux based systems do). For the FTP option, you also will need the Net::FTP module installed on your server (again, most do).
The script also can email you when the backup is finished (or if there was an error). This script is not a .cgi script that you can execute from a browser. You will need either telnet (shell) access to your server, OR crontab access to your server.
Download here.