Backup database by copying the MDF and LDF files
Is there a reason for you to do this? Why don't you use:

backup database x to disk...?

Try at least to list all files of your database:

select 
   db_name(database_id) as Database_Name,
   physical_name,
   name, 
   state_desc
from sys.master_files
where 
   db_name(database_id) ='Your_Database'

After this, set your database OFFLINE (this will stop the database):

alter database [Your_Database] set offline

Then, copy your files with ctrv+c, ArcServe or whatever.
Set it Online again:

alter database [Your_Database] set online