Our backup system can not backup live SQL databases. These must be "dumped" on a schedule, which allows us to backup the static dump file. You can also have SQL write a "transaction log" which keeps track of entries into the database and aids in recovery from backup.
These can be accomplished via various mechanisms, depending upon what SQL database you are using.
mySQL uses PHPmyADMIN.
Microsoft SQL Server uses Enterprise Manager to perform these functions.
We'll soon post more links to HOW-TO articles for these tasks.