First, you need to get the EXchange message store... I'm not familiar with EMC but I'm assuming they have some kind of Exchange mailstore backup option.
For the Unity specific data I'd use DiRT tools (available on AnswerMonkey.net and CCO utilities page, shipping with 3.1(4)) to make a backup to a designated directory and back this directory up to tape. This gets all your SQL, registry, voice names, greetings, config files etc... for you and it's been QA tested. This is much cleaner for you than constantly having to worry if a new rev of Unity has additional files/settings that need to be snagged for backup.
I would not use DiRT to get messages in a UM environement... just don't select that option for backup (you can but it's not really designed as a regular backup for messages on anything other than small VM only installs). The help file for the tools covers some of this as does the 4 training videos you can also find out on the AnswerMonkey.net site.
