I, too, just bought an HP Pocket Media drive for my HP Notebook. I have been a long-time user of BUMP, and was glad to get a new Vista copy with the drive.
With BUMP, the only drives that are specifically selectable are removable drives, since BUMP was originally designed to make back-ups onto devices like the IOMEGA ZIP drives.
That does not mean that you can't back up onto other drives. You will simply have to choose the Hard Drive (or File) option. I have been doing this for years.
I set up a "grandfather, father, son" scheme for backing up files to an external hard drive. Each generation has one full back-up (taken on a Sunday), followed by two weeks of incremental backups, for a total of 14 daily backup jobs per generation.
Here's what you need to do:
1. Create separate folders on the back-up drive, such as BACKUP !, BACKUP 2, and BACKUP 3. These folders will hold each generation of backup.
2. Create a full system backup job for each folder, e.g. 1 Full Backup SU 1. Choose the Hard Disk option, and select a file name to hold the backup (e.g. 1 Full Backup SU 1).
3. Create daily incremental backup files that only back up what changed that day. Have this backup reset the archive flag. Give it a name indicitive of the day, e.g., 1 Incremental MO 1, 1 Incremental TU 1. The first "1" indicates the generation, the second "1" indicates the week (week 1 or week 2).
4. Schedule the task with BUMP. You will then have to go into the Task Scheduler to update the tasks. Each task should be set to run weekly every 6 weeks, on the day for the specific backup file.
When you're done, you should have 42 separate backup jobs, each creating one specific backup file on your Pocket Media drive.
p.s. This works great in XP. Since I've been doing this with Vista (just this past week), it seems like Vista is updating (or unchecking the archive flag) on about 12 Gb of data each day. This seems to be concentrated on the Microsof/Common Files files. I may have to add some exclusions if it turns out that Vista is aggressive in marking files as changed.