Backup Reserve Copy

Hi,

Have been using TIH 2010 for a while now but am having a problem with a reserve copy that I do for some important files.
I backup this group of files on a daily basis including a reserve copy in flat format all to a thumb drive; I do a Full backup of these files over a 5 day period with automatic deletion of the oldest after 5 days. The first set of flat files works just fine but from then on TIH 2010 creates a new folder for the second, third, fourth & fifth days but there are no files in it. Am I doing something wrong?

Thanks Mick