mysqldump

[Simon Baynes]

OK I am running mysql 4.1 on Windows XP, I have a database called silentcopy. I want to export it as a file so that I can upload it to my server and unpack it there. I am under the impression that the best way to do this is to use mysqldump. I am having no luck, if I try it in the MySQL Command Line Client I get:-

ERROR 1064 <42000>: You have an error in your SQL syntax;

If I try it on my command prompt, then I get:-

'mysqldump' is not recognized as an internal or external command, operable program or batch file.

I am really short on ideas, please help!