To backup your MS SQL Server database, please follow these steps:

1. Log into your server through Remote Desktop Connection

1. Click Start, Programs, Microsoft SQL Server 2005 and select SQL Server Management Studio Express or SQL Server Management Studio.
2. Enter the requested information:
   • Server Type: select Database Engine
   • Server Name: this field should be populated by default
   • Authentication: select Windows Authentication
   
3. Click Connect.
4. Expand the server name and expand Databases.
5. Right-click your database, expand Tasks and select Back Up.
6. Under Backup type, select Full.
7. Under Destination, click Add.
8. Enter the path and file name for the backup file.
9. Click OK.
10. Review the settings for the backup.
11. Click OK to begin the backup.

The instructions above will create a complete backup of your database. This is the recommended method to ensure that all data is backed up.