are you backing up to the c: drive or to removable media ? I always backup to a folder on the C: drive and copy from there to other media
I presume the backup device is neither full nor read-only ?

are you backing up to the SAJ folder (earlier versions allowed this) - which causes issued since the saj folder is part of the backup ?

There are too many possible configurations to answer all the possibilities. Reboot and try it again, make sure the main (usually C:) drive isn't full or defective.