What happens when you try to perform a backup to any of the devices that you've tried?
This article explains how to configure backup:
http://support.microsoft.com/kb/944172If you are unable to perform a backup and have followed the instructions above, you may want to contact support:
How to reach support (FAQ) - http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
-steve
Microsoft MVP Windows Live / Windows Live OneCare, Live Mesh, & MS Security Essentials Forums Moderator