how to take backup of database in to local machine through network connection

how to take backup of database in to local machine through network connection

My database Name:Vallett,PCName:SUPPORT2,Shared folder Name=Backup
i want to take backup of database base in sql server connected through
netework i am connecting database of sql through a network connection,,i
try to take backup of that in my local PC. .but i am not getting backup of
that database in my local PC..so i created one shared folder in my local
pc then i try execute this query in sql server my qeury like this:
BACKUP DATABASE Vallett TO DISK = '\SUPPORT2\Backup\Vallett.BAK' but
showing error Msg 3201, Level 16, State 1, Line 1 Cannot open backup
device '\SUPPORT2\Backup\Vallett.BAK'. Operating system error 5(Access is
denied.). Msg 3013, Level 16, State 1, Line 1 BACKUP DATABASE is
terminating abnormally.
is there any way to take backup to local machine from the network
connected database.