I received a ANS4036E while backing up an NT machine. The dsmsched.log file
gives more information (if this is a scheduled activity). You may also try the
dsmerror.log on the machine for more information.
        The ANS4036E turned out to be that ADSM was signed on as the wrong user 
to be
allowed to backup the registry. If this PC has multiple users maybe that is the
problem here too.

        Hope this helps.