@sculley: Good luck. I’ve been using WordPress Database Backup plugin for quite some time — 2 years+?
It works sporadically. Sometimes it sends the backup to the e-mail address you specified. Sometimes it dumps it to your wp-content directory on your server. Check to see if there’s a directory in your wp-content directory (on your server) named “backup-nnnn” where “nnnn” is a number. Your backups may be there. I download mine to my pc and delete them from the server. But I’m not comfortable leaving backups on the server.
When I choose the radio button (in WP Admin) to send the backup to e-mail, it doesn’t “take.” The button clears by itself. Later on, sometimes I start getting the backups in my e-mail.
It’s very flaky that way. I’m now using WP-DB Manager in addition to Database Backup. We’ll see which one does the best job, and then the other is getting deleted.
We can’t complain too much about free plugins, can we? But we can certainly share our experiences. I wish you the best.