problems doing a system backup to cd-rw. bad file name??

I am trying to do a complete backup of my system. I keep getting the same error message and figure this thing out so if you have any suggestions, PLEASE help. I have a Dimension 8300 series.

 

Ok, here is what I am doing and the error message that I have received. I click on start, highlight accessaries, the system tools, then backup.  All that brings up the backup or restore wizzard. I go through the steps, to backup all the files on the computer, then when I click ok to browse for the E: (dvd/cd-rw)  here it says to put a in floppy disk in drive A:. I cancel out of the pop up window and browse for the E:. I select E: and open which takes me back to the wizzard. Here I get a pop up error message that says "the back file name could not be used. E:\backup.bkf . Please ensure it is a valid path, and ensure you have sufficient access".

 

Ok, user is set up as computer administrator and changing the file name does not work. Online dell technical support says it is a software issure. but doesn't say what software. I thought I would check and see if any of you have ran accross this problem before and what you did to correct the issue. Any help would be greatly appreciated.

 

Merry Christmas