World Wide Backup is a free script that will allow you to backup your website and even gives you the option to FTP that backup to another server. Requires that your server has Tar (most UNIX/Linux based systems do). For the FTP option, you also will need the Net::FTP module installed on your server (again, most do). The script also can email you when the backup is finished (or if there was an error). Perfect for Cobalt servers.