Wayne,
NDMP backups are supported so far, only for EMC or Netapp filers. You may want to create backup to disk folders for WD NAS drive. Brose to devices tab and create a backup to disk folder and provide UNC path as destination. Ensure that Backup Exec service account has read/write share permissions on the folder to which you are performing the backup.
Please mark it a solution, if this is useful.
Thanks