Thanks Alan. Getting lose. When I ran the above script, it displays this TSQL in output but doesn't backup these database.

BACKUP DATABASE Test1

TO DISK = 'C:\temp\20130319_1.bak',

TO DISK = 'C:\temp\20130319_2.bak',

TO DISK = 'C:\temp\20130319_3.bak',

TO DISK = 'C:\temp\20130319_4.bak',

TO DISK = 'C:\temp\20130319_5.bak'

BACKUP DATABASE Test2

TO DISK = 'C:\temp\20130319_1.bak',

TO DISK = 'C:\temp\20130319_2.bak',

TO DISK = 'C:\temp\20130319_3.bak',

TO DISK = 'C:\temp\20130319_4.bak',

TO DISK = 'C:\temp\20130319_5.bak'