Once you've learned how to backup and restore your file system and database, making a test site is much the same procedure with some additonal steps:

1. Go to your lilve site, Admin, Site Settings and add a spare domain name as an additional portal alias down at the bottom.
2. Create a new blank database
3. Backup the db and then restore it to the new database
4. Make a new folder at the same level as your live site
5. Point the spare domain at it
6. Copy your dnn file system to the new folder
7. Apply permissions to the folder and contents (Server2003: Network_Service=RWXD will get it going)
8. Open the web.config and alter the two server connection strings to point to the new db, ip, name, password
9. Open your spare domain in a web browser and make a cup of coffee while it loads.

Many of those steps are outside of DNN in your hosting control panel and you'll have to figure them out yourself or ask your host for help.

Rob