[plug] cygwin tar errors at 'favorites' file

[Daniel]

Hello all,
I had the great idea to use cygwin tar to backup ntfs files. 
(open standard, hopefully around long after ntfs is forgotten)

tar gives error:
url: Cannot stat: No such file or directory
(unlike the cdwriter in windoze which recognizes some similar
inconsistency, then asks to rename files temporarily & moves on)

I have manually removed the url.  
Is there a way to set it up so it doesn't need manual intervention? 
(or to 'prepare' a directory?) 

It goes on to say - tar: Error exit delayed from previous errors
Does that mean the whole backup is flawed rather than just the input
from that url file?

Thanks very much,
Daniel.
(the url was a linux help site)