File Exceptions are usually warnings about files that did not get backed up. Exceptions can be generated any time a file didn't back up, though, and can also be caused by dropped Internet connections, and endpoint network drives that become unavailable between the time files are selected and when a backup launches.
Many File Exceptions can also be generated if you try to back up an entire hard drive, or if you try to back up Windows system files, many of which are locked by Windows itself and cannot be backed up, nor should they be. Select only critical data files for backup. Do not back up entire hard drives. Applications and Windows system files can be restored from original distribution CDs; they only lengthen the time required to do a backup; they waste storage space, and cause the catalog file to become far larger than it should be, which will further slow a backup session.
Use File Exceptions to fine tune your endpoint systems to back up all the data files.