Cron Jobs

[A_Tame_Lion]

I lease webspace from a hosting company running a linux server. I want to use Cron Job's to back up each of my sites on a monthly basis so I can keep an archive of the contents. Does anyone know of a guide to show me how to code the script for these? From my control panel I can add daily or monthly Cron Jobs, but I don't know how to write the script or where the scripts should be placed.

Thx.