How do I copy one db to another system?

I want to copy my windows mySQL database with all it\'s data to my Linux mySQL server.

I know a good way to do this is by making a backup of my local database and then retrieve it in my Linux system (I\'ve done it before).

I used the code:
mysql --user=username --password=password databasename < /path/filename.sql
(At the Linux system to get the db)

What was the statment to actually make the backup?
backupsomething ... ... databasename > /path/filename.sql