Backup

I am trying to backup to an external hard drive on an XP laptop and I
continue to recieve failed backups. I am using the backup utility and
saving just the C:\ drive and the system state files to the external E:\
drive. The drive has plenty of space for the entire backup. I keep
recieving errors:

"End of Media encountered while backing up to non-removable media.
The operation was ended."

I checked that it is saving to the E:\ drive and it has plenty of space.
The drive accepts about 3 to 4 Gb before stopping so I know it is able to
copy. What else would cause this error? Any suggestions what would fix
this?

Thanks,
Jack