Hi David. Does it ask for logon details? If it does you have to input Logon details! If you don't have logon details for the NAS then you have not configured the NAS to create the Logon details request. It will not work without this. The NAS must be NTFS formatted! If it is not, you will get this error all the time. So to recap:~
1. Create logon details request on NAS.
2. When asked input those same details on the backup request form.
3. If you still get this error, then it is not NTFS formatted.
Good luck...
Question is it a NAS or a USB attached storage device?