Why isn't this query working?

Hi I got this query from SQL mgmt. studio, but when I executed the code, myDB.bak was created, showing myDB.bak with 0KB, then it disappeared.  Why my code is not working?

I am using MS Windows Server 2003

using System;
using System.Data.SqlClient;

namespace ConsoleApplication2
{
    class Program
    {
        static void Main(string[] args)
        {
            try
            {
                string conStr = "server = localhost; database = myDB; user id = sa; password =  ";
                string query = @"BACKUP DATABASE [myDB] TO  DISK = N'C:\myDB.bak' WITH NOFORMAT, INIT,  NAME = N'myDB-Full Database Backup', SKIP, NOREWIND, NOUNLOAD,  STATS = 10";
                SqlConnection conn = new SqlConnection(conStr);
                conn.Open();

                SqlCommand comm = new SqlCommand(query, conn);
                comm.ExecuteNonQuery();


                conn.Close();
            }
            catch (Exception e)
            {
                e.Message.ToString();
            }
        }
    }
}