Hi Steeve,
Just try this,
Go to the Devices tab on the top of the screen, right click on each Backup-to-Disk folder on the array that is directly connected to the server running Backup Exec, and click on properties. When that window opened up, click on the advanced tab, and under device settings, uncheck "Auto detect settings" and check both "Buffered reads" and "Buffered writes". After doing this, it should begin saving all the backups that have been chosen to that directly attached array on the same server.
Hope this helps
---Cheers
shirmal