If you only backed up a couple of weeks ago, why do you want to restore now? Is there some other problem with this system?
Where did you backup these files too? If to a CD, ensure that same CD is inserted into the CD drive before selecting that file.
If that fails, use the Browse button in the Restore Wizard window to locate your file.
There's more about XP's Backup and Restore wizard here;
i backed up my documents, etc. using the windows xp backup utility a couple weeks ago. i backed up onto a western digital portable usb hard drive. when i try to use the restore wizzard, the message "insert the following media: 9-30-10.bkf created 9/30/2010 at 6:05pm media #1 do you want to continue?" shows up. when i click yes, it says "creating system restore checkpoint" as the status, then shows the same error message "insert the following media..." i've searched the internet for solutions and have been pulling my hair out. someone PLEASE help! thanks! laura