Export MySQL Database

Login
mysql -u root -p

Links
phpMyAdmin - phpMyAdmin downloads

GUI
apt-get install -y mysql-admin

Allow access from outsice
sed -i 's|bind-address|#bind-address|g' /etc/mysql/my.cnf
/etc/init.d/mysql restart

Allow access to database magento for user dbo_magento from any host
GRANT ALL PRIVILEGES ON magento.* TO dbo_magento@'%' IDENTIFIED BY 'your_pass'

Links
http://www.greensql.net/ - open source database firewall for MySQL and PostgreSQL
http://www.cyberciti.biz/tips/how-do-i-enable-remote-access-to-mysql-dat...
http://www.igvita.com/2007/10/10/hands-on-mysql-backup-migration/