Not sure if I understand you correctly but this is what I make of it.
You have a backup job which reports a status of failed even though the .bak file is created.
First step in finding out what exactly is the problem should be looking into the jobhistory.
It could be that the file has been created but doesn't contain the full backup or the backup is complete but the cleanup task which removes the old files failed. As I said the jobhistory or if it's a maintenance plan task see in the maintenance plan history for more details.
[font="Verdana"]Markus Bohse[/font]