The problem is that don't even get the error message in the variable(which is what happens when you don't give any arguments to 'mysqldump'). So I tried something diferent:
<?php
$cmd = "mysqldump test > big_dump.txt" ;
$puke = system($cmd) ;
$fp = fopen ("big_dump.txt", "r") ;
while ($data = fgets ($fp, 1000)) {
echo $data . "<br>\n";
}
fclose($fp) ;
?>
and much to my surprise the big_dump.txt file is empty. It works fine when I run it from the NT cmd line. Any other sugestions?