It seems like Cobian Backup doesn't work on Vista **only if ZA is installed*.
I have contacted the author and he says that ZA brokes named pipes communication between processes
on Vista. This doesn't happens in Xp. He recommends uninstalling Cobian Backup or ZoneAlarm. That's OK, but the problem is that in my university, they use Cobian Backup as a policy, so I cannot uninstall it, so ZA will be out of the picture.
I know nothing about programming, but the author says that Named Pipes between processes in the same machine should never been
in any way because it's a legintime interprocess communication method and he doesn't know if ZA does it because it's a bug which will be fixed in future versions or because it's a design desition of ZA designer.
In any case, I know at least 15 users that
are uninstalling ZA because of this.