EDIT: re-reading the question and marc_s answer to my answer will only work if you are talking about a server on your network somewhere on a remote server. If you are talking about hosted SQL Server in another domain somewhere, marc_s is correct, and my answer is useless . I will leave it here anyway if you are talking about a server in your domain. Edit endings
After setting the share in my local directory C: \ tmp, this Powershell bit backs up.
[System.Reflection.Assembly]::LoadWithPartialName('Microsoft.SqlServer.SMO') | out-null
$datePart = Get-Date -Format "yyyyMMdd_hhmm"
$targetDir = '\\LocalMachineName\tmp\'
$dbname = "DatabaseNameToBackUp"
$s = new-object ('Microsoft.SqlServer.Management.Smo.Server') 'remoteSqlServer'
$bckfile = $targetDir + $dbname + "_" + $datePart + ".bak"
$dbbk = new-object ('Microsoft.SqlServer.Management.Smo.Backup')
$bdi = new-object ('Microsoft.SqlServer.Management.Smo.BackupDeviceItem') ($bckfile, 'File')
$dbbk.Action = 'Database'
$dbbk.BackupSetDescription = "Full backup of " + $dbname
$dbbk.BackupSetName = $dbname + " Backup"
$dbbk.Database = $dbname
$dbbk.MediaDescription = "Disk"
$dbbk.Devices.Add($bdi)
$dbbk.SqlBackup($s)
$dbbk.Devices.Remove($bdi) |out-null
$bckfile = $null
, Powershell, .net, , . , .net.