>> I always use this method:
>> "d:\user data xxx\*"
>> 
>> It works  fine here.


??? 
I believed as well this is a simple one.
But , at least on: 
Adsm Server 3125, NT Client 3116 ,
it does NOT work, at least not using the admin gui.
You can add an schedule using "d:\user data xxx\*" as 
the object to be backuped,
but what will really be invoked is d:\user data xxx\*
without quotes.
Using multiple quotes like """d:\user data xxx\*"""
or "'"d:\user data xxx\*"'" does not change things, either.

Regards
Juraj Salak