Outlook Express have to be closed during the backup procedure. If it is running, you'll get a warning message. Please close Outlook Express or other programs that use OE (MS Messenger, etc.), and wait until the operation will end.
You will get Operation completed message after the backup was completed successfully, unless the procedure has been canceled or some serious errors occurred. If you get Operation canceled message at the end of the procedure your backup data is invalid, please check if you have enough free space on you disk and redo the backup procedure.