1. Backing up files that are in use is not an option. SQL Server caches data and that may mean that, even though your queries are showing a record, that does not mean that it is on disk. If you want to backup the actual files themselves, the only way you can do this is to stop the SQL Server service.

2. Using a database backup is the only way to backup a SQL Server database whilst it is being used by SQL Server. Have a look at the backup command (http://msdn.microsoft.com/en-us/library/ms186865.aspx) or maintenance plans (http://msdn.microsoft.com/en-us/library/ms187658.aspx)