Hi Craig,
OK, My problem is now resolved.
What I have done :
1) Media retention (if not it takes so much time for staging and get some read problem)
2) In exchange server, uncheck hidden mailbox status (if not can't find mailbox inside global address book)
3) In Backup Exec make a exchange redirection to the mailbox itself (it seems it is because the user never be connected to his mailbox)
The job complete successfuly
Many thanks for your help
Eric