What command line are you doing (aside from the password of course)...
To dump the whole database, you'd do something like this:
mysqldump -uusername -ppassword databasename > file.sql
To select just certain tables is a bit trickier, but i'm pretty sure it's possible (I think you use the --tables command line option).
Drop me an email (my email address should be pretty obvious; the username part is my full first name) if you have further problems with this and I'll see what I can do.
In either event, show us (or me) the exact command you're running (except for the password).
Don't put spaces between the '-u' and the username or the '-p' and the password.