Backup

I used the windows backup to backup some data. When I go in to restore it, I
can see it and select it. However, when the backup starts, after a few
seconds it stops and gives the errormessage: "The backup file could not be
found" When I go to the directory where it is located, the directory is
empty, but why am I able to see the files and select them to restore??? yet
the backup file is not there?

Is there a way I can still get these files? Please help.