Below is the result of the probe. I guess this will answer the "where" question.
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wilolbsqlg

:\mssql\backup level=incr
wilolbsqlg:E:\ level=incr
01/06/04 13:19:24 savegrp: Run up to 64 clients in parallel
01/06/04 13:19:24 savegrp: wilolbsqlg

robe started
savefs -s wil-leg-gig1 -c wilolbsqlg -g Test -p -l full -R -v -F D:\mssql\backup E:01/06/04 13:19:38 savegrp: command 'savefs -s wil-leg-gig1 -c wilolbsqlg -g Test -p -l full -R -v -F D:\mssql\backup E:\ ' for clien
t wilolbsqlg exited with return code 9.
01/06/04 13:19:38 savegrp: wilolbsqlg

robe succeeded.
* wilolbsqlg

:\mssql\backup rcmd wilolbsqlg, user root: `savefs -s wil-leg-gig1 -c wilolbsqlg -g Test -p -l full -R -v -F "D:\\mssq
l\\backup" "E:\\"'
* wilolbsqlg

:\mssql\backup Host wil-leg-main-pub cannot request command execution
* wilolbsqlg

:\mssql\backup 01/06/04 13:19:38 nsrexec: Host wil-leg-main-pub cannot request command execution
* wilolbsqlg

:\mssql\backup Permission denied
--- Probe Summary ---
wilolbsqlg

:\mssql\backup level=full, dn=-1, mx=0, vers=unknown, p=1
wilolbsqlg

:\mssql\backup level=full, pool=Default, save as of Wed Dec 31 19:00:00 GMT-0500 1969
wilolbsqlg:E:\ level=full, dn=-1, mx=0, vers=unknown, p=1
wilolbsqlg:E:\ level=full, pool=Default, save as of Wed Dec 31 19:00:00 GMT-0500 1969
wilolbsqlg:index level=9, dn=-1, mx=0, vers=unknown, p=1
wilolbsqlg:index level=9, pool=Default, save as of Mon Jan 5 23:30:46 GMT-0500 2004