Backup "insert the following media"

Using Windows XP Pro Backup: I have "My Documents" scheduled to backup to a
network drive daily at lunch time. Sometimes when I return from lunch, the
backup is waiting for a response to "insert the following media", however
there is nothing to insert; the system is already connected to the network.
I simply click OK, and it runs. Why can't it sometimes connect? I am
hard-wired to the network using a laptop in a docking station.

Thanks in advance,
Dorci