If you've got a local SQL Server installation you can schedule a task using Data Transformation Services to import all data/objects across the network.

Or you could setup an ODBC connection to the remote server and use Access to import all the data (this won't backup the structure, stored procedures etc)

SQL Server's built-in backup facility could be configured on the remote server to create a db backup which you could then download by FTP. Talk to your host to find out what they offer.

Which database is it? If it is MYSQL, I'd highly recommend mysqlhotcopy.

Use the SQL agent to backup to a local folder and then transfer the bak file using copy (if you have VPN) or ftp. If ftp you only need to open ports one way for a single IP in a defined time slot so its *fairly* secure. Decide whether you want to use PUT or GET (Upload or Download) based on the securities.

You can schedule the file transfer after the scheduled backup, I find this way much simpler to manage than the alternatives e.g backup exec