I tried to backup my C:\Users\username folder, using 7zip. I started getting lots of warnings on folders like:

• c:\users\username\AppData\Local\Application Data\
• c:\users\username\AppData\Local\History\
• c:\users\username\AppData\Local\Temporary Internet Files\

They are all symlinks, and not real directories. Apparently, 7zip cannot back up the link. Nor is there a way to tell it not to try.

So as a rule of thumb, ignore the warnings.