Let's see, where you got stuck.
After opening Mozbackup, it'll ask you which application you want to backup - you chose Firefox.
Then, it asks you, which profile you want to backup - you selected "default", which in most cases should do.
Next:



Your decision.

Next:



Normally, you select everything, and click "Next".

Last screen:



After clicking "Finish" the program closes.
Where did you get stuck?