Use a UNC path instead (eg, \\server\share\sqlbackups\mybackup.bak). Mapped drives can be easily changed (via login script for example), causing your entire backup scheme to fail, whereas UNC is always unambiguous about where it is pointing). Also, mapped drives aren't accessible in the context of a service (which is how SQL Server/SQL Server Agent run).
You also have to make sure your SQL services run under a domain account rather than a local machine account or localsystem account.
This is so access rights can be granted\checked when SQL tries to access the UNC path.
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