MYSQL path (and Dumppath) does NOT exist

Someone loaded this plugin onto a site I had been working on and we are now getting this error message at the top of our screen. I have no idea how this is supposed to be set up or where the path is that this is supposed to be dumping to or backing up to, etc. Sorry to be such a dolt, but unless someone has IT admin knowledge this is not readily obvious.

Is there some kind of “how to set up” your plugin that I can try and follow? Or can someone tell me what exactly I’m supposed to be putting here as a path?

Thank you so much

http://wordpress.org/extend/plugins/wp-dbmanager/