I need to regularly backup my database on a forum that my wife runs. Why? Because if I lose the data, my wife will not understand why something like that can happen, and will have my balls for breakfast.
Note, this will not backup the actual software, only the SQL database. You can use a FTP program to easily backup your forum software.
Here is a great site that will allow for auto backup of your SQL database. There is even an option to email it to you too.
Here is a thread from the PHPBB site forums that explains how to do a manual backup, and well as a restore.