I use below code to backup mySQL database. I want to save sql database by save file dialog.
I use this,

Sub CreateBackupc()
        Dim mysqldumpPath As String = "C:\Program Files (x86)\MySQL\MySQL Server 5.0\bin\mysqldump.exe"
         Dim host As String = "localhost"
        Dim user As String = "root"
        Dim pswd As String = "mysql"
        Dim dbnm As String = "mcs"
        Dim cmd As String = String.Format("-h{0} -u{1} -p{2} {3}", host, user, pswd, dbnm)
        SaveFileDialog1.Filter = "SQL Files (*.sql*)|*.sql"
        If SaveFileDialog1.ShowDialog = Windows.Forms.DialogResult.OK _
        Then
            My.Computer.FileSystem.WriteAllText _
            (SaveFileDialog1.FileName, "mcs.sql", True)

            Dim startInfo As System.Diagnostics.ProcessStartInfo = New System.Diagnostics.ProcessStartInfo()
            startInfo.FileName = mysqldumpPath
            startInfo.Arguments = cmd
            startInfo.RedirectStandardError = True
            startInfo.RedirectStandardInput = False
            startInfo.RedirectStandardOutput = True
            startInfo.UseShellExecute = False
            startInfo.CreateNoWindow = True
            startInfo.ErrorDialog = False
            Dim proc As System.Diagnostics.Process = New System.Diagnostics.Process()
            proc.StartInfo = startInfo
            AddHandler proc.OutputDataReceived, AddressOf OnDataReceivedc
            proc.Start()
            proc.BeginOutputReadLine()
            proc.WaitForExit()
            OutputStreamc.Flush()
            OutputStreamc.Close()
            proc.Close()
        End If
    End Sub

but it save richbox text to sql type file

To backup data you must have to execute a process to run mysqldump.exe file, which resides in C:\Program Files\MySQL\MySQL Server 5.?\bin\ folder.

The syntax is mysqldump --host=[HOSTNAME] --user=[USER] --password=[PASSWORD] -R [DATABASE NAME] > [PATH TO BACKUP FILE].

To restore data you must have to execute a process to run mysql.exe file.
The syntax is mysql --host=[HOSTNAME] --user=[USER] --password=[PASSWORD] [DATABASE NAME] < [PATH TO BACKUP FILE].

I don't want to restore backup file from this code.
I want to save backup file using save file dialog

I just write the syntax to back-up and restore .
But use is yours choice.
To back-up mysql database you have to run mysqldump.exe file

i think this code work for you...........................................

Imports System.Data.SqlClient

Public Class Form1
    Dim con As SqlConnection
    Dim cmd As SqlCommand
    Dim dread As SqlDataReader

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        server(".")
        server(".\sqlexpress")
    End Sub

     Sub server(ByVal str As String)
        con = New SqlConnection("Data Source=" & str & ";Database=Master;integrated security=SSPI;")
        con.Open()
        cmd = New SqlCommand("select *  from sysservers  where srvproduct='SQL Server'", con)
        dread = cmd.ExecuteReader
        While dread.Read
            cmbserver.Items.Add(dread(2))
        End While
        dread.Close()
    End Sub

    Sub connection()
        con = New SqlConnection("Data Source=" & Trim(cmbserver.Text) & ";Database=Master;integrated security=SSPI;")
        con.Open()
        cmbdatabase.Items.Clear()
        cmd = New SqlCommand("select * from sysdatabases", con)
        dread = cmd.ExecuteReader
        While dread.Read
            cmbdatabase.Items.Add(dread(0))
        End While
        dread.Close()
    End Sub

    Private Sub cmbserver_SelectedIndexChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cmbserver.SelectedIndexChanged
        connection()
    End Sub

    Sub query(ByVal que As String)
        On Error Resume Next
        cmd = New SqlCommand(que, con)
        cmd.ExecuteNonQuery()
    End Sub

    Private Sub Timer1_Tick(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Timer1.Tick
        If ProgressBar1.Value = 100 Then
            Timer1.Enabled = False
            ProgressBar1.Visible = False
            MsgBox("Successfully Done")
        Else
            ProgressBar1.Value = ProgressBar1.Value + 5
        End If
    End Sub

    Sub blank(ByVal str As String)
        If cmbserver.Text = "" Or cmbdatabase.Text = "" Then
            MsgBox("Server Name & Database Blank Field")
            Exit Sub
        Else
            If str = "backup" Then
                SaveFileDialog1.FileName = cmbdatabase.Text
                SaveFileDialog1.ShowDialog()
                Timer1.Enabled = True
                ProgressBar1.Visible = True
                Dim s As String
                s = SaveFileDialog1.FileName
                query("backup database " & cmbdatabase.Text & " to disk='" & s & "'")
            ElseIf str = "restore" Then
                OpenFileDialog1.ShowDialog()
                Timer1.Enabled = True
                ProgressBar1.Visible = True
                query("RESTORE DATABASE " & cmbdatabase.Text & " FROM disk='" & OpenFileDialog1.FileName & "'")
            End If
        End If
    End Sub

    Private Sub cmbbackup_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cmbbackup.Click
        blank("backup")
    End Sub

    Private Sub cmdrestore_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles cmdrestore.Click
        blank("restore")
    End Sub
End Class
Comments
OP wants for mysql not for mssql
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