Recently started using Confluence as the wiki of choice – wow, that was an adventure I should probably write an article on.  To backup the entire Confluence Site (i.e. all Spaces), click Cog >> General Configuration >> Backup Manager.  From here, ensure that the “Backup attachments” checkbox is on, then click “Create Backup”.

At this point, Confluence will give you a link with the name of the zipped backup.  Normally, you would click to save to the desktop; however, this time, you get a user/pass directory privacy prompt with no really useful information except for something about “WebDAV”.

Turns out that you want to use your Administrator user/pass here – usually “admin” for the user and whatever your regular password is.

Reference: Atlassian Answers