In a Plesk 9 environment – go to Domains >> the domain you’re looking to backukp the database for >> Databases >> Webadmin

This will launch phpMyAdmin web based MySql interface.

Choose the database for the WordPress installation that is being backed up.

Click on the Export Tab



Check Add DROP TABLE in Structures,  Complete inserts in Data and Save as file with None for compression



The file will download to you computer



A more detailed offical instruction set can be found here.