back up in Admin or Mysqldump

[amecum]

Hi all,
I have a question for everyone. I have mysql 5.0 and need to make a copy of a database and all of the procedures to give to other developers so we are all using the same database. What is the best way of doing this? I have tried to use the mysqldump using the mysql command line but could not get it to work for some reason. I have read the tutorial and just got more confused about how to use it. I found the exe for mysqldump in H:\Program Files\MySQL\MySQL Server 5.0\bin. How do you run the thing from the mysql command line? Or can I just use the back up that is in the mysql administrator program? I have created a back up using mysql administrator but can I give that to the others to use?

window xp pro
mysql 5.0
mysql Administrator
mysql Query Browser
mysql Command Line Client

Thanks