Need Help Troubleshooting Diff BackUp Job

I have a handful of jobs that I need to troubleshoot, but this one will hopefully give me enough insight to do the rest myself. I need to figure out why a Maintenance Plan that performs a Diff Backup on 4 databases, and then a transaction log back up on the 4 databases is failing. I just get the following error message, and I cannot tell what failed.

Executed as user: <SERVER_NAME>SYSTEM. ... 9.00.3042.00 for 32-bit Copyright (C) Microsoft Corp 1984-2005. All rights reserved.
Started: 11:20:05 AM
Progress: 2008-01-03 11:20:05.95
Source: {SOME_STUFF_WAS_HERE}
Executing query "DECLARE @Guid UNIQUEIDENTIFIER EXECUTE msdb..sp".: 100% complete
End Progress
Progress: 2008-01-03 11:20:06.35
Source: Back Up Database (Differential)
Executing query "EXECUTE master.dbo.xp_create_subdir N'D:Program F".: 100% complete
End Progress
Progress: 2008-01-03 11:20:06.35
Source: Back Up Database (Differential)
Executing query "EXECUTE master.dbo.xp_create_subdir N'D:Program F".: 100% complete
End Progress
Progress: 2008-01-03 11:20:06.37
Source: Back Up Database (Differential)
Executing query "EXECUTE master.dbo.xp_create_subdir N'D:Program F".: 100% complete
End Progress
Progress: 2008-01-03 11:20:06.37
Source: Back Up Database (Differential) ... The package execution fa... The step failed.

How can I find out how to fix this problem? And please let me know if I am doing something wrong. (For instance, perhaps those two tasks shouldn't be together.)

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