Problem w/ mysqldump

[Victor Subervi]

Hi:
I have the following python code:
import os
os.system("mysqldump -u root -pPASSWORD --opt spreadsheets > dump.sql")
This nicely creates the file...but the file is empty! The database exists
and has lots of data, I double-checked it. If there is nothing wrong with my
code, is there some way to do the same thing from within MySQL? Can I at
least print everything to screen and copy it? Where would I find my database
in Windoze?
TIA,
Victor