you can run this as one command:
sudo chown -R fmserver:fmsadmin <database path folder>
sudo chown -R fmserver:fmsadmin /Volumes/FMP HD/Databases/
Trying to change the back up path can be a real pain. I generally set the privileges using Command+I on the folder and set them their then, click 'apply to enclosing folders'. Another point to note is that FileMaker often wants full write privs to the folder ABOVE the one you are trying to back up to. I've had this get me a few times, so try changing those too.
Hope that helps,
James Chiswell Jones
IgeekWeb: http://igeek.co.ukTwitter: @igeekUK