Installing Sypex Dumper 2: 

Unzip and upload the contents of the archive on the server. 
Set chmod 777 for directory "backup"
Set chmod 666 or 777 for files "cfg.php" and "ses.php"

Then open the url type http://mysite.net/sxd/, enter the login and password for mysql. 

Do not forget that this is still a beta version and it is not sufficiently tested so use it with care. 
For the same reason in the beta we cut support for cron and work with dumps from another scripts (import only dumps made by Sypex Dumper 2). Later, these restrictions will be removed. 