Hello Jaime,
In case you wish to use a removable device, you need to configure a removable backup to disk folder on it. Refer to the following technote for more information on this:
Best Practices for using removable media and the "Backup to Disk" feature in Backup Exec for Windows Servers
http://support.veritas.com/docs/239539
What is the difference between a Backup-To-Disk folder and a removable Backup-To-Disk folder?
http://support.veritas.com/docs/275624
Revert in case you still have any other question on this topic.
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Regards.