We can't currently create a .bak file out of amazon rds. The way I handle this is to use the azure migration wizard which just happens to also work with amazon rds.
I spin up a EC2 instance with SQL Server and the migration wizard installed. I then use the migration tool to copy the RDS database to the ec2 instance.
Once that is done you can create a .bak file from the SQL Server running on the EC2 instance. its a pain but it works. if you have the bandwidth or your database is small you may be able to use the migration tool directly on your target machine.
