The problem here is the backup file was locked, we need to close the file.
Steps to close the file:
Computer Management-->>System Tools-->Shared Folders-->>Open Files-->(here we can see our back up file)-->>right click-->>Close Open file
Now take backup, if backup doesn't go through then we need stop the services of client scheduler and client Acceptor
Computer Management-->>Services and Applications-->>Services-->>find the client acceptor and scheduler, stop the services go to backup folder and delete the file, start the services back and take a backup