It is not really an error, it is just letting you know that it isn't backing that file up because you don't need to.
There are two kinds of backup
One is a system restore, which saves a system image (a single file) of your operating system and files so that if you have problems with your PC you can restore everything. It is a good idea, but takes a long time so there's another type of backup
The second is a file backup where you make copies of your important data files. You don't need to copy program files since there are already copies of them available. You only need to backup your data files.
Making a copy of your entire c: drive doesn't really help if your system crashes, it would be very tricky trying to restore your system from that.
So, the best thing is to make a system image when your PC is set up just how you want it. You can do that in Windows backup or 3rd party software.
Then regularly back up your data files, generally just My Documents or other locations where you save important stuff, but not the whole C: drive and not the Program files or Windows folders.
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For the sake of your own health and sanity, if your data is important to you, keep a second copy on another storage (a backup)
