Below is the query that I am using to backup (create a .bak) my database.
.bak
However, whenever I run it, I always get this error message:
I had the same issue and the url below really helped me.
It might help you as well.
http://blog.sqlauthority.com/2011/04/13/sql-server-fix-error-msg-3201-level-16-cannot-open-backup-device-operating-system-error-5access-is-denied/