What is a good way to back up a remote server?

I have a remote server in web hosting services. I want to back up the remote server to my PC. I can download each directory one by one. But I would hope there is a better way.

I'm not sure I understand what you ask for. Why don't you download all folders at once?

Thank you. Will you explain how?

Just select the folders you want to download and select [i]Download[/m] (or drag them to the target local folder).