Looks like a permission problem - check the perms on the /backup/ directory. Altho -- if you've done the backup before without problems... thats odd -- maybe copy the existing file to a temporary area and delete the original.
I more reliable way of backing up is by using your Cpanel or (if cpanel not used) then by using PHPMyAdmin. Both of these methods will ensure you have a reliable backup in the event you need a restore.
If you change a file - or a dbase entry, the change on your dolphin site is instant. There is no week or even moment of waiting for that change to be viewable on your dolphin site. I think mydatery must be thinking of domain changes which can take some time to propogate to other name servers.
But all changes / installs etc are instantly viewable on your dolphin install.
D