What are you trying to back up to? What files?
It sounds like backup.bkf is not a valid path is a restore procedure (it's looking for that file). I'm not entirerly certain how you are trying to back up....are you using the wizard? Is there a floppy drive on this machine? (I ask because the default is the floppy drive, which is plain nuts these days)
Honestly, I find Windows backup program to be somewhat cumbersome for most purposes. It cannot backup to CDRs (windows backup reads them as read only) and it cannot span multiple volumes
There are far easier options.
For example, consider this free programhttp://www.educ.umu....obianbackup.htm
It is far more intuitive and easier to use. Like Windows, it does not natively support CDR backups...however, with third party packet writing software (NERO InCD, RoxioEasyCD, etc) you can accomplish this by formatting the CDR first, then running the backup