Backing up FTP automatically?

Right, I'm a massive noob so someone will need to explain in layman's terms if this is possible...

I'm basically looking to back up my forum to a local hard drive. I use Filezilla and I know it has no such function, but is there anything I can do to set this up?

 

I'm also currently looking for a solution for an automated backup. Options I've seen, but haven't used are;

http://www.evbackup.com/
http://bqbackup.com/
http://aws.amazon.com/glacier/
(I'm not in anyway affiliated with any of those links).

The solutions above store the data remotely, so I'm not sure if that's something you would consider.

Something else you might look at it http://www.2brightsparks.com/syncback/. I used a paid version of it in the past, but found it a little user-unfriendly. Perhaps later versions have improved and obviously users who are more technical than me might find it a breeze to use.

 

Use MySQLDumper
http://www.mysqldumper.net/
It's not automated but it takes all of two minutes.
The advantage is that you can backup the SQL file to your computer as opposed to your server.
Automated backups back up to your server so if your server crashes a backup located on it doesn't help you.
Nor does it help if one day your host shuts you down for no good reason, like some BS spam complaint.