Oh, I guess I may have missed the part about downloading. You will need a FTP program to be able to download and upload the files. Such as Filezilla, Which is free. Somebody used ftp to install it.
Then you can probably goto your host control panel and download the database via probably phpmyadmin or you may have a tool in that control panel to just download the database using tar or gzip. I know if you have cpanel most do have a backup icon you can click on to download the database.
Blue Man Group There is no such thing as stupid questions. Just stupid answers