It sounds like you have a similar setup to ours here, so I may be able to provide some assistance.
You'd create a new policy with type MS-Exchange-Server. This will light up an option under 'Microsoft Exchange Server Attributes' that allows you to select your Database backup source. We use the 'Passive copy and if not available the active copy' option and it works like a champ. Also be sure and hit the 'Perform snapshot backups' checkbox -- if I recall correctly, this is required.
Under the 'Clients' tab, you will enter your DAG name.
Set your desired schedule and mail databases in their respected tabs and you should be good to go!
Keep in mind if you are running Exchange 2010 on Windows 2008 with the firewall on, you'll need to open ports 1556, 13720, 13724, 13782 and 13783 in order for your backups to succeed. We ran into an issue with this last year (nowhere in the docs did it say to open 1556!) when trying to do a multiplexed backup of our mail databases.
That should cover it. We've been backing up our two-node DAG setup for about a year now and have yet to have a backup finish with anything other than a status 0.
Give it a shot and let me know if you have any questions!
-Craig
