As Hywel mentioned, you need to be sure to select Exchange at the top levels. For instance, if you select each database on the right side of the screen seperately then the logs will not be purged, even if all database in the storage group are backed up. You need to select the Storage group itself, or the full IS.
Another thing to keep in mind, Backup Exec does not do the purging of logs. When a backup completes, Backup Exec tells Exchange that the files have been backed up. Exchange itself then determines if the log files will be purged or not. It is not uncommon for some log files to remain after a backup has run. If your machine is adding a bunch of logs and never purging them, I would check your selecctions in the backup job and select the entire SG itself and run the job again.