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Can anyone tell me how can I make back-up to a database to to export it to a different database (SQL Server or mysql) without to stop the server ?

thank you in advance for any help !

A: 

Sql Server to Sql Server

    --when connected to source db instance
    BACKUP DATABASE AdventureWorks2008R2 
     TO DISK = 'Z:\SQLServerBackups\AdvWorksData.bak'

    --when connected to target db instance
    RESTORE DATABASE AdventureWorks2008R2
       FROM DISK = 'Z:\SQLServerBackups\AdvWorksData.bak'

Sql Server to MySQL

As far as I know, there aren't any standard methods for this. It's a by hand, or by hand written program. If I were tasked with this, I would try : SSMS, select a database, export data- source = sql server instance. If there is a my sql destination available, maybe that will create the table structure for you automajically. Else, I'm betting - you'll have to create the mysql schema, then pump the data over yourself - or there is some 3rd party tool someone is happy to sell you to assist you in the task.

MaasSql
thanks for your answer. I almost forgot that someone(you) helped me to sort out my problem :)
Michael