The error assumes that the 'C:\DB\LEON_diff_backup.diff' is being used as destination file to differential backup where the file is used more than once as your destination file. Meaning, the setting...

Thanks for the answer, i'll try it...

You may want to look on the SQL Server log or Job history and look for an error that is related to that backup job and may have clues on...

Thanks for all of your inputs. I guess it's boil down to have a trust in your Administrator and the needed confidence in him in keeping the security at domain...

Is there any other way that I can just point the whole database data to the new filegroup?