Not a good idea to backup up to a network volume; do the backup locally and then use another FMS schedule to run an OS level script that copies/moves the backup over to the other machine. That way you have full control and if for some reason the network or the remote machine is not available you will stil have your local backup.
So.... does this mean it can't be done? If so, FileMaker should update it's notice posted on 12/2/2011 to include ALL installations of FMS. (see: http://help.filemaker.com/app/answers/detail/a_id/5580/~/mac-os-x-only%3A-cannot-backup-to-a-remote-volume)
Otherwise, there's a false hope & much wasted time looking for the solution.
As Wim mentioned, it is generally not recommended. The backup should be performed locally and another agent should manage the copy to another device.
That said, the solution to your problem is correcting the permissions required to copy files to the other computer. FileMaker Server by default installs with a local system account. The destination folder should have full privileges set. If you are running on a domain, change the log on privileges for FileMaker Server from the local System account to a Domain Admin account. If you are in a peer network, just change the FileMaker Server log on to a local Admin account which also has Full privileges to your destination folder.