How to take backup in external harddisk

Dear All,
For takeing backup on external harddisk. i do the following step:-i open MS server managment Start>Programes>Microsoft SQL Server Stuido--> Connect to the SAP Server Instance for which  want to take the Backup of the Database, then ->Server Object>Backup Devices--here i found R3DUMP0,R3DUMP1,R3DUMP2.For taking the backup i have create new backup device R3DUMP3 ->BACKUP DATABASE->DESCRIPTION->ADD .When i add my external harddisk leter it give error-:
get an immediate error (see below).  Note, the 2nd error message is specifying the existing backup disk file, not the new one I'm attempting to create.
"Backup failed for Server 'prod''.  (Microsoft.SqlServer.Smo)"
"System.Data.SqlClient.SqlError: The volume on device 'D:\Program Files\Microsoft SQL R3DUMP(I:\RECYLER\S-1-5-21-28534555-1417863153-500\DBFULLBACKUP.BAK' is not part of a multiple family media set. BACKUP WITH FORMAT can be used to form a new media set. (Microsoft.SqlServer.Smo)"
Does anyone know what causes this and how to correct it?
Regards
Ashok

Dear All,
For takeing backup on external harddisk. i do the following step:-i open MS server managment Start>Programes>Microsoft SQL Server Stuido--> Connect to the SAP Server Instance for which  want to take the Backup of the Database, then ->Server Object>Backup Devices--here i found R3DUMP0,R3DUMP1,R3DUMP2.For taking the backup i have create new backup device R3DUMP3 ->BACKUP DATABASE->DESCRIPTION->ADD .When i add my external harddisk leter it give error-:
get an immediate error (see below).  Note, the 2nd error message is specifying the existing backup disk file, not the new one I'm attempting to create.
"Backup failed for Server 'prod''.  (Microsoft.SqlServer.Smo)"
"System.Data.SqlClient.SqlError: The volume on device 'D:\Program Files\Microsoft SQL R3DUMP(I:\RECYLER\S-1-5-21-28534555-1417863153-500\DBFULLBACKUP.BAK' is not part of a multiple family media set. BACKUP WITH FORMAT can be used to form a new media set. (Microsoft.SqlServer.Smo)"
Does anyone know what causes this and how to correct it?
Regards
Ashok

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