Hi Karima!
From the "ADSM Messages" manual:

ANS4007E Error processing 'filespace namepath-namefile-name': access to
the object is denied.
Explanation: Access to the specified file or directory is denied. You
tried to read from or write to a file and you do not have access
permission for either the file or the directory.
System Action: Processing stopped.
User Response: Ensure that you specified the correct file or directory
name, correct the permissions, or specify a new location.

Since OS/2 doesn't check permissions (as far as I know) for tasks
running on the machine locally, I guess it tries to backup a file which
is in use (and locked) by an application.
Kindest regards,
Eric van Loon