For some backup programs, like Backup Exec, the Exchange Management Tools need to be installed on the server running the backup software. I came across the following Microsoft article that explains how the tools can be installed.

http://support.microsoft.com/kb/555841

The article also has a nice summary of the prerequisite software necessary to run the console. 32 and 64 bit versions of the console are available.

32-Bit downloader:

http://www.microsoft.com/downloadS/details.aspx?FamilyID=6be38633-7248-4532-929b-76e9c677e802&displaylang=en