To back up MySQL databases you need to go to: http://dev.mysql.com/downloads/connector/j/
Download the zip. e.g: mysql-connector-java-5.1.36.tar.gz (zip for Windows).
Extract the zip to get the .jar file, and then go to your R1Soft installation and go to Configuration, and then Database Drivers and click upload and select the jar file.
To see images please go to: http://wiki.r1soft.com/display/CDP3/Installing+the+MySQL+Connector+JDBC+into+CDP3+Server