Hi,
Above method will not work if you have lot of forms in your library. It will show the error message while taking the backup.
How many forms are there in your library. Once try this method for your library(By selecting "Include Content" option while taking backup). If it shows any error then you need to copy the all xml's from explorer view.
If yuo want backup for only library without any xml's then don't select "Include Content" check box.