Creating a Backup - Curious on a few things.

I'm not able to create  full image backup of my sage machine, so I'm planning on recreating it in another server. The issue being, when I open up System Administrator and I click my company folder, it says, "You have not selected all of your company folders to backup. Data contained within these folders will not longer be recoverable." Does anyone know what this is saying exactly, I wouldn't imagine this would actually break my Sage installation along with my company files, I was just wanting some help before I do this. I'm planning on doing this weekend, so I'm hoping I'll be able to get it done.

Thanks for your help in advance!