The module named "Backup and Migrate" (https://drupal.org/project/backup_migrate) is for the database only.
The module named "Backup and Migrate Files" (https://drupal.org/project/backup_migrate_files) is a different module.

The description in Backup and Migrate Files' README.txt says:
"This module extends the Backup and Migrate module adding the ability to back up files from within that module."
It would be particularly useful if it allowed the user to specify which document_root/files subdirectory it should back up.  For most Drupal installs, the directory that matters is document_root/sites/default/files.  In multi-site installations, the directory that matters is document_root/sites/<domain_name>/files.

I'm really not sure under what circumstances document_root/files is used.  But that's the only directory I can get Backup and Migrate Files to back up.
Mark Rosenthal

On 11/8/2013 10:04 AM, Marty Landman wrote:
Mark, please look at the docs again. Backup and Migrate is for the 
database only afaik.
Marty

At 02:35 PM 11/7/2013, MBR wrote:

I just installed Backup and Migrate Files.  I then asked it to 
create a backup of the Files Directory.  The directory I wanted 
backed up was DOCUMENT_ROOT/sites/default/files, but instead it 
backed up DOCUMENT_ROOT/files.  I can't find any way to tell it to 
back up the directory where the uploaded files actually are.

BTW, the version I installed was backup_migrate_files-6.x-1.x-dev.tar.gz
Mark Rosenthal
<mailto:mbr@arlsoft.com>mbr@arlsoft.com