Time Machine don't make a full backup

I just started with Time Machine. I made my first backup with a USB cabel of my Mac book Pro (28 gb used) but the Time Machine folder is only about 22 gb - how can that be?
Time Machine haven't come up with any errors but I think there is something wrong anyway.
Do one of you have any ideas?
Thanks in advance
/Kudsk

My first backup was with a usb cable but then I went wireless I wanted to use Time Machine but this time it made a new file called "Lars Kudsks computer_001b63b12c5a.sparsebundle" instead of using the "Backups.backupdb" folder. - How can that be?
And my mac book pro only finds the external drive if I open the Finder window (and in some way show "Time Machine" where to find the external drive - if you understand what I mean).

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