when no temporary directory is set or is invalid, when creating backup i get the warning in log file:

sep 16, 2013 4:38:41 EM WARNING org.jenkinsci.plugins.periodicbackup.PeriodicBackup execute
Backup failure Could not create archive A:\backup_2013_09_16_16_38_41_900_1.zip Problem creating zip: \backup_2013_09_16_16_38_41_900_1.zip (Access is denied) (and the archive is probably corrupt but I could not delete it)
sep 16, 2013 4:38:41 EM INFO hudson.model.AsyncPeriodicWork$1 run
Finished PeriodicBackup. 16 ms

UI user has no idea, backup is created or not.