The error I am getting is:
Cannot Open Backup Device \'path_to_file\'. Operating system error 5(error not found).
问题是因为帐号network service没有操作磁盘和文件夹的权限，加上就可以了。或者将service运行在本地帐号下。
The problem was the service account (Network Service) doesn\'t have permissions to the specified drive and folder.
After I run the service using my local account, it does work.