This subject has been answered so many times. Try searching these forums on backup or backup2ws or backup2 and you will find the answer. Make sure you click on Show all results and go back to early 2005.
In short if the resultant backup to desktop file is larger than 2Gb you will not be able to restore it.
After a backup is done using backup to desktop you MUST verify it, to prove it is good. Try using Netscape or Firefox browsers.
The alternative method is to use the backup2 or backup2ws contrib, and you set it to split the backup file into 2Gb or less parts.
See dmay contrib area.