The TechNote explains how to add the key and value to turn off AFE in both v11d and pre v11 registries (Steps 3-5)
However if you are getting the skipped messages for .edb files, it must already be turned off. By default it should be turned on, and edb, mdf. ldf etc files will be skipped with no note in the job log
remember -
If you ever need to do a flat file backup of the Exchange (or SQL or Sharepoint or Domino) server, you will need to turn AFE off and shut down the database server