I've got the same problem when backing up my newly installed Win2k8_x64 server to my NAS device, but if I do each individual volume on the server separately (I have C:, D: and E: ) there's no problem and each one is backed up.
As a test I decided not to back up the E: drive, just C: and D: as all E: contains is the page file (none on C: or D: ) and voila, the backup works. Added it back to the backup job and it fails. So now I have two jobs, one to do the C: and D: drive nightly and a second to do just the E: weekly just so as to get rid of the "alert" because it's not backed up.
