If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, ...

1) If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, take the recommended actions in the subsequent steps.
2) If the operation failed for a short-term backup to disk, in the Protection task area, select the data source and click Create recovery point to restart the backup. 
3) If the operation failed for a short-term backup to tape, in the Protection task area, select all the failed data sources that belong to the same protection group, and click Create recovery point � tape. This will ensure that the tape backups are located on the same tape. 
4) Dismiss this alert immediately after starting your backup.