Up to SQL Server 2008 R2 (10.5), we were unable to change default path (easily) for “Backup files”, though it was possible after making some changes in registry at path. “
HKEY_LOCAL_MACHINE\SOFTWARE\ Microsoft\Microsoft SQL Server\MSSQL.1\ MSSQLServer\BackupDirectory”
Note: For SQL Server 2005 its MSSQL.1, for SQL Server 2008, its MSSQL10 and for SQL Server 2008 R2 its MSSQL10_50
Thanks to SQL Server 2011 (Code name DENALI), as now we can change this default path for backup files to our required one by just opening server properties page and on “Database Settings” tab.
Try Taking a backup from SSMS and now you can find that it has already pointing toward you given path.