backup.php missing

Hi,

I tried to back up my course/site for the first time and recieved this error.

"The requested URL /backup/backup.php was not found on this server.

Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request"

I had a look on the server and cannot see a back up folder etc.

Do I need to create on?  What is the backup.php?  

I would have thought this should have been created automatically on install.  

Moodle version 2.0.2

Thanks

John