In Enterprise Manager.. find the Databases,
Right click each database,
"All Tasks"
"Backup Database..."
Check the Location of the Backup, if this is not right, select a new location using the "Add" button (make sure you remove the incorrect one using the "Remove" button.
Press "OK"
I always select "Overwrite existing media", as I don't really need a history because I make an archive of the mud3 folder and all databases once a week anyway.