Do you have a BackupExec SQL Agent CAL? You can't (well, shouldn't) back up the MDF/LDF files directly. If you have the CAL, BackupExec will use VSS to do a snapshot and backup a consistent copy of ...
How you back up your database depends three factors: how the database is delivered to you, the backup logistics of the database, and the recovery time objective (RTO) and the recovery point objective ...
I'm backing up SQL databases directly to a UNC path. Smaller (e.g. <5GB) work just fine, larger databases (this particular one is ~27GB) fails. Here is the log file ...