http://support.microsoft.com/default.aspx/kb/973455/. This does not happen if you add any extra folder to a library. It happens only if a reparse point or a child of a reparse point is added to a library.
Antivirus/Antimalware reporting some bad files and holding locks for those files. Backup fails when it tries to backup these files. For this, please remove the bad files reported by the Antivirus/Antimalware and rerun backup.
How to get Windows 10 now: how to download and install Windows 10 even if GWX.exe is missing