Hi Dave,
Since this is posted in user level difficulties I am assuming you are asking about your web site backup and not the whole server.
So in the case of a full site backup do the following:
Click Create/Restore Backups
Once your backup is complete you will relieve a message from the DA message system. Again click Create/Restore Backups and then scroll down and Click here for a list of your current backups then download the backup to your computer, and burn the archive onto a cd.