Storing backup folders on a NAS drive

I want to make a backup of all my WLM folders on a NAS drive.  I have about 150,00 emails which comprises about 9 GB of data.  I have read conflicting things on boards - some say you can't use a NAS drive. So, to test it, this is what I did:

1. Exported all my WLM emails to a folder

2.  Zipped the folder

3. Copied the zipped folder to the NAS drive

4. Copied the zipped folder from the NAS drive to dh's computer

5. Unzipped the folder onto dh's computer

6. Imported emails into WLM on dh's computer.

The, I opened WLM and looked at all the folders that were imported (about 40 folders).  I was getting this error message whenever I clicked on any folder:

After receiving this error, 5 or 6 times, I closed WLM and then got this message:

When it finished the recovery process, I opened WLM again and all seems to be okay. Should I be concerned?  Am I playing with fire by using the NAS drive in this process?  

BTW, due to earlier problems I was having with WLM, I went through this process with dh's computer two days ago:

Uninstall Windows Live Essentials via CMD line parameter.

Thanks for your help.