Some hosts have folders that are owned by the host, not by you. GoDaddy, for example, has a folder where site access statistics are stored that you can't back up. But in that case, you don't need to, it isn't a part of your website. If this is the case here, you can exclude the folder from your backup to keep from getting the message. If this is a folder that needs to be backed up, then look at the permissions on the folder itself.
Dale L. Brackin
Please keep in mind my timezone and cultural differences when reading my replies. Thank you!
My time zone is EST (UTC -5) (click here to see my current time in Philadelphia, PA)