On the Backup module admin page, in the Backup (click to download) section, the URL of link to the backup file is: http://sandbox.local.net/?q=./drupal-backup-20070705025435-537548987.tar.gz

When you click on the link, you get a "file not found" error.

Actual URL of file: http://sandbox.local.net/drupal-backup-20070705025435-537548987.tar.gz

Works fine with CleanURLs enabled.