I've seen windows do lots of funny (read: stupid) things with back ups and anope.
Firstly, lets make sure you have a directory named correctly, and for the sake of sanity, make sure the file permissions allow "everyone" full control and see if that sorts it.
If not, zip up your whole anope directory and email me it (
chaz@anope.org ) and I'll see if I can see why it's happening on a testnet.