Issue :
While installing Backup Exec Remote Agent getting the message  ( Figure 1)

Figure 1
 

Cause :

This issue may occur if there is an incorrect setting in one of the following registry subkeys:

    HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
    HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders

Solution :

Make the following registry modifications on each of the Remote servers exhibiting the error.
Warning: Incorrect use of the Windows registry editor may prevent the operating system from functioning properly. Great care should be taken when making changes to a Windows registry.  Registry modifications should only be carried-out by persons experienced in the use of the registry editor application. It is recommended that a complete backup of the registry and workstation be made prior to making any registry changes.

1.  On the Windows taskbar, click Start > Run.
2.  In the Run dialog box, type regedit and then press Enter.
3.  In the Registry Editor, navigate to the following key:

    HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders

4.  In the right pane, double-click Programs.
5.  In the Edit String dialog box, in the Value Data box, delete all text before \Start Menu\Programs.
6.  Type %USERPROFILE%. The data should look like:

    %USERPROFILE%\Start Menu\Programs

7  Repeat this for each of the values as per the following table:

If the problem continues, perform the above mentioned procedure however this time, in step 3, use the key:

    HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Repeat steps 3 through 7 for each value that is listed under the User Shell Folders key and make the following changes
 

Reference:
This issue is covered in further detail in the following Microsoft articles
    http://support.microsoft.com/kb/886549 
    http://support.microsoft.com/kb/315352