Need to change web server, how do i backup site?

Hi there,

I run a site called http://www.inspiringyoungpeople.co.uk. I need to change the web server to linux to install wordpress MU and buddypress, only problem is that i dont want to delete any content off the site so what do i do to back up all the posts and comments?
Or if i change my server to linux now, will it interrupt with the existing site functioning or do i start from square one?

One other issue with linux is that the themes images don’t seem to appear whatever i do, it just has that little X icon.

Many thanks.