The files being skipped are Exchange database and log files. These should NOT be backed up during a regular file backup. If you indeed have the Exchange agent and are backing up your Exchange data via the Exchange selections, there is no need to back up the files seperately. When the Backup Exec Remote Agent starts on the Exchange server, it checks the status of the Exchange files and should exclude them in any file backup if they are online. You can find some info here: http://support.veritas.com/docs/277230 and http://support.veritas.com/docs/276229 and http://support.veritas.com/docs/259152
It may be because Exchange is clustered that the files are attempted. I would highly recommend deselecting them from the file backup.
Russ