Go here and get a plugin for WP that allows you to backup just the database. Or, you can get a backup from the control panel of all of your databases.
The FTP or SSH into your space, go to the root directory for your blog, then get a copy of wp-config.php and your .htaccess. (For details on using these tools you should check tutorial websites.)
Then go to /wp-content/plugins/ and copy everything there.
That should cover everything you need. If you need to restore, install WP from scratch ( same release if at all possible using a zip from your PC ), then restore the database and tables, then copy the files back. You may also need to remove an install.php.
Want to do some disaster planning? Schedule downtime, backup everything, rename the blog primary directory, then attempt a complete restore. If you don't succeed, just delete the mess, rename the original blog back, and restore the database.