To manage the Microsoft Windows Backups you can use a command line tool.
Open a command prompt as administrator
Show the existing backup versions
Wbadmin get versions
Clean up the backup disk
To keep a number of latest backups and delete the rest
Wbadmin delete backup -keepversions:NUMBER_OF_BACKUPS_TO KEEP
To keep the latest backup only
Wbadmin delete backup -keepversions:1
To delete all existing backups
Wbadmin delete backup -keepversions:0
The Microsoft SQL Server Management Studio 2008 user interface only allows you to create a backup of a database to one of the local drives of the database server.
To create a backup of a Microsoft SQL Server database to a location outside of the database server execute the following SQL script:
DISK = N'\\MyNas\MyDatabase.bak'
WITH NOFORMAT, NOINIT, NAME = N'MyDatabase Database Backup', NOSKIP, STATS = 10
Change the bold values to match your environment.