Is there way to create script that makes backup of my database and send it to another server?
Yes (see this current topic (http://www.simplemachines.org/community/index.php?topic=151191.0)). I used to have a similar Bash script running on one of my home machines, but it's a while since I've used that and anything I could add to what's posted there would probably be clear as mud! ;)
Thanks Peter