Yes you can't.
FileMaker server allows only local paths because of security considerations. A remote device could disconnected or so.
Thanks for the quick reply. I did not see this 'limitation' in the manual anywhere...oh, well.
Time to write a script
Happy New Year
Well I don't think this is true. The link below indicates that a USB drive can be used.
There is a trick to creating a valid link. FileMaker Pro Server 11
Creating a Valid Path for Backup Schedule.
I put an extra space in the file path and it validated the path.
filemac:/External Backup/ Backups/
Sometimes it matters, other times it does not.