DPM was protecting SQL databases configured for SQL transaction log shipping. DPM detects the log shipping when starting to protect a database. So when you enable log shipping for a database which is already protected by DPM, DPM won’t notice this and
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Read the complete post at http://scug.be/blogs/valerie/archive/2011/06/01/dpm-2010-sql-transaction-log-backup-failing.aspx