How do I get past, "An error occured while backing up the database:, , Directory "*" doesn't exist"?

You might receive this error if you have customized the backup path to a location that TntConnect is not allowed to write out to. 

To revert to the default backup location, under the Tools menu, click Options, then click the Installation tab.  Change the Backup option to "To This Computer":

Or maybe you want to specify a different folder to backup to.  Then select "To Specific Folder" and then click "Browse...".