Download (to your computer) a zipped copy of either your entire site (your home directory, databases, email forwarders configuration, email filters configuration) or one of tese directories.
In your cPanel there is a toturial on how to's
Here is the cpanel toturial that is included in the cPanel. for creating backups

Please watch this video tutorial : http://www.cpanel.net/media/tutorials/backup_lo.htm

click here

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