According to AddToSnapshotSet Remarks, You need to specify proper provider which supports the removable volume or remote file share in ProviderId
.
If ProviderId is GUID_NULL, the default provider is selected according to the following algorithm:
If any hardware provider supports the given volume or remote file share, that provider is selected.
If there is no hardware provider available, if any software provider supports the given volume, it is selected.
If there is no hardware provider or software provider available, the system provider is selected. (There is only one preinstalled system provider, which must support all nonremovable local volumes.)
You can obtain information about available providers by using IVssBackupComponents::Query or you can implement a provider.