If you would like to dump all tables and triggers and stuff try this one:
mysqldump -uUSER -p -R --opt --triggers DB > DB_DUMP.sql
but if you have some troubles with permissions for locking tables use --lock-tables=false
mysqldump -uUSER -p -R --opt --triggers --lock-tables=false DB > DB_DUMP.sql
and to dump all databases you have
mysqldump -uUSER -p -R --opt --triggers --lock-tables=false --all-databases > DB_DUMP.sql