I guess the mysql db is in use. Otherwise it would not make sense.
- It is not possible to compare the files after backup. They could have changed in the meantime.
- And also you do not get a consistent snapshot.
Maybe you want to set up a replicated mysql db and disconnect the slave from the master during you backup the slave db and then reconnect, so the slave can catch up again until your next backup. You can do this with some scripting.
Edit: If you take read only snapshots using nt shadow copy, this does not change much. It will help you with the comparing problem but not with the consistency.
If you want a consistent backup you should do it on mysql level, for example as I described above. Mysql will use the binary log to replicate the databases, and you should have maximum consistency. The binary log will respect the transactions.
But on the application level there is something to consider: http://dev.mysql.com/doc/refman/5.0/en/replication-features-transactions.html