Ah... I think I figured it out.  I created the adv_file device, added it to a 
medium pool, configured said pool to use a particular group and then configured 
the client to use that group.

I did encounter a new error however!  I realised that the backup failed (never 
started) because I forgot to label and mount the adv_file type device.

When I tried to label the device, I got an error stating "cannot open 
\\my-sever\folder\volhdr file: no such file or directory"

Does anyone have any advice as to what I may have missed during the creation of 
my adv_file type device?  I just pointed it to a subfolder on a Win2k8 disk.

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