This error means you don't have permission to backup to the drive you are choosing.
1 - Backup to a different drive. For example if you are backing up to the C drive, you can choose an external drive instead.
2 - Run the backup/restore utility on the main computer (where the database is housed) as administrator. Right click on the Backup/Restore utility and choose to run as administrator.
3 - Log into the computer as the administrator and try backing up again.