Hi Guys,
Leslie is correct. There is a limitation, where only one input (source) device can be accessed at a given time. Because the 'Aux In' and 'HDD' (and also the Internet connection) are input devices, when you select 'Aux In' then the 'HDD' and the Internet connection devices are disabled.
Your 'Aux In' recordings will be stored on the (micro)SD card. Once you have finished your recording session, then select 'HDD' as your source,
followed by 'Settings' --> 'Get Recording'
Your music will be found in an album called 'Recordings'. Then if you search for 'Recordings' you find find them. Yon can then rename the album to its correct name.
As an aside, you mention a 'Backup' rather than an 'Export'. Are you using 'Backup' to maintain compatibility with a JB7 model? If not, Brennan recommends that you use 'Export' because 'Backup' saves the music files with a different naming format. The link below explains the differences.
Regards,
Peter.