Hi, Jim.
Wow! I thought for a moment that my mind was playing tricks on me! I KNEW that I had seen this exact message from you within the past day or two, but I couldn't find it. Finally, I found the thread "Subject: File not backed up" started by Steve back on 12/31/06 and there was your reply in that thread, dated 3/28/07, with exactly this question - and with my reply. (There was also a reply there from Buck Frobisher.) It would help us help you if you post in just one thread - or at least provide a cross-reference.
I'll just copy'n'paste my first reply, rather than type it all again:
Hi, Jim.
I don't have all the answers, but here are a couple of thoughts:
22 MB is NOT over (or near) the limit for a QDF file. Mine is over 25 MB and going strong; other users have reported files much larger than this. We discuss this topic here several times a year.
We also often discuss the fact that what Quicken calls "a file" is actually a set of related files, so we've created the term "fileset" to refer to the whole group. There's always the QDF file and there may be up to a half-dozen others, depending on how YOU use Quicken. (I have QDF, QEL, QPH, QTX - and IDX.) When we let Quicken handle jobs like backup and copy, it automatically works with the full fileset; when we use other programs or Windows functions, such as Copy or Backup, then we have to remember to include ALL the related files. The 3 you mention may or may not be the full set. I haven't heard of a QDL file in Quicken.
Quicken automatically creates a BACKUP folder as a sub-folder under the main Quicken folder. This is where it puts the 5 (by default) automatic backups (named QDATA1.* through QDATA5.*, by default) that it creates each week. In addition, Quicken reminds you periodically as you close the program to backup your files; YOU pick the location for these backups. And, of course, you can choose to make additional backups whenever and wherever you like. When you say "the backup directory", are you referring to the QuickenW\BACKUP folder, or to a directory you've created on your hard drive?
Which operating system are you running? Vista includes some new security features that can keep us from writing to some folders if we don't have the proper permissions. Also, which version of Quicken are you using?
RC