It should only take seconds or minutes unless the site is massive so it must not be working with your server settings.
To try alternative backup method go to scripts/config.php and change the value for cms_backup_method
You can also manually download the cms data directory via an ftp client. To restore a manually downloaded data directory use a program like 7zip to make a tar file of the downloaded data directory and then compress it with gzip. Upload this new file to the cms/backup directory and you will then be able to restore it as normal from the backup page in cms admin area.