This happens because in your backup job , you have selected components which support granular restore(GRT).(eg . exchange stores, system state)
In 11d , GRT allows restore of individual objects from a container . As an example , backup of system state of a DC lets you restore individual components of AD.
For this feature to work , Backup Exec requires a local NTFS volume , because it uses a filter driver on the Backup Exec machine.
This explains the error message.
Now if you want to turn off the granular restore feature., you could do that from the Backup Exec GUI in tools->options->Active Directory and uncheck "Enable restore of individual objects".There is a similar option for Exchange.
This disables the granular restore feature , but will not show the error message in your backup job which goes to the remote folder.