Have you defined the MYSQLDUMP_COMMAND contant? This contant tells OpenGoo where to find the mysqldump command. You can define it by editing file 'config/config.php'. On linux, giving it a value of 'mysqldump' will usually suffice, but you may need to give it the full path, like this:
define('MYSQLDUMP_COMMAND', '/usr/bin/mysqldump');
On windows you have to define it like this (but with the correct path in your server):
define('MYSQLDUMP_COMMAND', '"c:\Program Files\MySQL\MySQL Server 5.0\bin\mysqldump"');
(note the double quotes on the path)