Some random notes below.
Might be best to choose either SP or Data Protect rather than trying to run both on the same machine.
If you are backing up Exchange:
1. Install latest OS updates (some contain VSS-related fixes)
2. Make sure that the Exchange VSS writer is enabled
By default, SBS does not have this provider enabled (see below).
3. Install the Microsoft hotfix for SQL Server 2000/2005 VSS writer, if required:
http://support.microsoft.com/kb/934396/en-us
4. Create ShadowProtect backup job and specify “Use VSS for all backups”*
When configuring the backup job, make sure you select “Use VSS” on the Schedule page of the backup wizard. This will avoid getting the Exchange database in a “dirty” state.
5. Backup both the *.edb and log files in a single backup job
These files may be on different directories or volumes – that doesn’t matter.
Backing up all files in a single backup job will ensure that all the data is consistent.