I do get the same error on OS X, so this is not Windows specific.
[ INFO] Backup started at [09/30/10 10:03:58]
[ INFO] Setting hudson in shutdown mode to avoid files corruptions.
[ INFO] Waiting all jobs end...
[ INFO] Number of running jobs detected : 0
[ INFO] All jobs finished.
[ INFO] Full backup file name : /var/root/.hudson-bkp/backup_20100930_1003.tar.gz
[ERROR] org.codehaus.plexus.archiver.ArchiverException: Problem creating TAR: request to write '1422' bytes exceeds size in header of '68' bytes
org.jvnet.hudson.plugins.backup.BackupException: java.io.IOException: org.codehaus.plexus.archiver.ArchiverException: Problem creating TAR: request to write '1422' bytes exceeds size in header of '68' bytes
at org.jvnet.hudson.plugins.backup.utils.BackupEngine.doBackup(BackupEngine.java:115)
at org.jvnet.hudson.plugins.backup.utils.BackupTask.run(BackupTask.java:125)
at java.lang.Thread.run(Thread.java:637)
Caused by: java.io.IOException: org.codehaus.plexus.archiver.ArchiverException: Problem creating TAR: request to write '1422' bytes exceeds size in header of '68' bytes
at org.jvnet.hudson.plugins.backup.utils.BackupEngine.handleEnd(BackupEngine.java:104)
at org.apache.commons.io.DirectoryWalker.walk(DirectoryWalker.java:336)
at org.jvnet.hudson.plugins.backup.utils.BackupEngine.doBackup(BackupEngine.java:113)
... 2 more
[ INFO] Cancel hudson shutdown mode
[ INFO] Backup end at [09/30/10 10:18:34]
[ INFO] [875.497s]
Known issue: tar.gz archives can be used only on Unix, not on Windows.