O.K. - the icons may show a different information but the message about the aborted group states the problem clearly.
The message about the index getting full means that you are running out of space on your NetWorker disk (the \nsr directory). You should correct this. However, it should not harm the system - worst case, new backups will just wait until you delete some files.
All log files are saved in ..\nsr\logs. There is no other location. My personal favorite is the daemon.log file - it tells you what NW does not report somehow else.
However, we are just discussing different problems than your initial one. Actually, there is a hint in the NW 6.1.1/Windows release notes (pages 21) about a known MS problem:
Desktop Heap Size Limitation in Windows NT/2000 (LGTpa31647)
Windows NT and 2000 have a set desktop heap size limitation that produces the
following error message:
The application failed to initialize properly
The problem is described in the following articles found in the Microsoft Knowledge
Base at
• PRB: “Failed initialization on Comctl32.dll” from a Service (Article ID: Q225102)
• Overcoming User32.dll Initialization Failure Errors (Article ID: Q142676)