"Cannot proceed with operation while application is running"

Application.exe could be a virus or worm, apparently the Bolgi worm? Try downloading Malwarebytes' Anti-malware, install it, launch it and update it under its Updates tab, and then Perform quick scan. MBAM should catch it if there is a virus or worm in memory which is interfering with the backup process. If MBAM does find it, see if it can successfully remove the infection. If not, reboot into Safe Mode and run a full scan in MBAM to clean up your computer. Once your computer is "clean", consider installing the free PCTools ThreatFire to compliment your AV program in order to stop malware from getting onto your computer. ThreatFire is designed to protect an already clean computer, but interestingly ThreatFire does scan your computer during installation in order to verify that the computer is clean. It will let you know during installation if anything is found.

Thanks GoneToPlaid,

I will try as you said, however I doubt that it can help. My PC is scanned every day with Trend Micro and it seems pretty good at detecting threads quickly. Also "application.exe" is sometimes "EXCEL.exe" or "Firefox.exe".

However not impossible that they are infected and not detected by Trend Micro...

Regards