what NetWare user are you logging in as when you execute the backup?
either you should have a nwuser statement in your dsm.opt file pointing to a
valid account or the first time you run the backup it should prompt you for
a username and password. It sounds like whatever account you used does not
have access rights to the volumes. Maybe you should delete your password
file and re-run the backup, when it prompts you for a username enter the
NetWare administrators username (admin by default) and password and see if
that works...

Thanks,
Mark