The page at : http://docs.mongodb.org/manual/reference/mongodump/
says to connect to a replica set, use the --host argument with a setname and gives the following example:

mongodump --host repl0/mongo0.example.net,mongo0.example.net,27018,mongo1.example.net,mongo2.example.net

Please fix the replica set string. The string setname should be "repl0/host1:port,host2:port".