I get "Access is denied" error when I back up SQL server database to a network shared folder.

Storage server saves backup to target shared folder , but Storage Server service is running as Local System account in default . Local System account may not have enough privileges to access the network shared folder. So you can change DataBK Storage Server service account to a new one in in Control Panel->Administrative Tools->Service , see following : (Please note that : Server that shares the folder should also has the same account name and password . )