If you wish to continue with the automatic backup service, you might try the alternative method:
Control Panel - System _ Advanced system settings - System protection Tab - . Set up your configuration there. The message should then go away.
Otherwise, you could find that you cannot uncheck the item. Is this occurring all the time, or only if you have an external drive attached?
I installed from an RTM ISO, which I think may have produced different end results. But, if Drews suggestion does not work, this is what Microsoft Technet Libraries offer on the subject:
A registry key has deliberately been omitted from Windows 8.1 upgrade. So first, you must recreate it. If you are not familiar with editing the registry, do not attempt this. But, in all circumstances, make an export of your registry before proceeding.
Create this (WindowsBackup) key first:
HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\WindowsBackup
Under WindowsBackup, right click in in the right hand window, and create a new DWORD named, DisableMonitoring, and set its value to ‘1‘.
You can then exit from the registry.
If this key is set to 0, or if this key does not exist, then Windows Backup will display notifications to the end user to configure Windows Backup.
A note from the same source:
If this key is set to 1, and an end-user has not already configured Windows Backup, then notifications to configure Windows Backup will not be displayed to the end user in the Action Center, or when a user attaches an external hard disk.