OK so I was trying to be conscientious and make sure everything was all backed up just in case of a DB disaster or a hack attack. I downloaded and installed WP-DBManager and immediately got the following error message in a nice red box

Your backup folder MIGHT be visible to the public

To correct this issue, move the .htaccess file from wp-content/plugins/wp-dbmanager to /home/websitename/public_html/wp-content/backup-db

The fix to be clear is EASY.  The .htaccess file controls access for the folder and sub-folders that the file sits in.  So there can be several

  1. View the file that came with the plugin.  It’s called htaccess.txt and is located at wp-content/plugins/wp-dbmanager
  2. Cut and paste (move) the file to /public_html/wp-content/backup-db
  3. Rename it to .htaccess

That removed the nasty nag once and for all.