There is no need to backup the Backup exec database as backup exec takes backup of its own database every day . It would be better to uncheck the path or ignore the exceptions.
If you are planning to perform Full and Incremental backup of Exchange. Our requirement is to create policy based backup job with Full and Incremental template and both job should run to the Same BACKUP TO DISK folder.
By default Backup exec skips .MDF and .LDF files . If you have SQL agent select the database through the SQL agent and Unchecked the SQL path from the Backup exec selection list.
Path which needs to Unchecked - C:\Program Files\Microsoft SQL Server\...