Hi Mark,
I had the same issue when trying to backup a directory where the SQL server stored its database files. BackupExec can't open these files since the SQL service still uses them, and will skip them.
I guess in your case these database files belong to the Microsoft Search function, so you might either want to stop the service which uses these files before backing up, and restart it when the job is done, or just forget about it since you don't want to backup the Microsoft Search database.
Regards,
Stefan