I am not sure how Kaspersky works as such, but here are a few points to look for -
1. Ports mentioned in this technote are required for Backup Exec to function. If Kaspersky has a firewall or the ability to monitor and block ports, you need to ensure that these ports are open.
http://www.symantec.com/docs/TECH49563
2. Exclude all Backup Exec Services from Antivirus scanning and monitoring.
3. Attempt to add an exclusion for the Backup Exec installation directory.
4. Add an exclusion for any backup to disk locations.
5. Temporarily disable any "On Access Scanning" features the anti-virus software may have (can cause performance issues during Backup).
6. If Kaspersky has got any on access scanning features then disable it (can cause performance issues during Backup)