I tried to set up on my home XP Pro machine to my NAS. I'd have to point it at the network volume, have it spend ~10m looking at my ~80gb of data for things to back up, then show me the screen of what I might want to back up, only to bail for some reason. Then, when trying again, I'd have to re-enter everything I had entered before. Why doesn't remember my painstakingly-entered settings? I'd much rather it default to what I had tried before and only offer me a "Revert to Factory Defaults" button iff there was problem with the previous backup.
The "only yo bail for some reason" is confusing to me. Are you bailing or did OneCare fail at this point? Assuming that you exited the dialog, the reason for having to start over is that the wizard doesn't save the settings until it is successful. It doesn't actually have to perform the backup, I believe, but you must complete the wizard for setting up backup for it to be remembered.