Sorry man but by definition a NAS is a network drive, trying to change it can lead to lots of problems. Windows is smart enough to know the difference so there aren't any options to fake it out. If you do find a reghack to do this it would be a very bad idea to use it.
Also some software is licensed only to backup local drives so trying to change the type could be against the EULA of the backup software.
Having said all that most NAS devices have USB connectivity so in theory you could simply run a USB cable from the NAS to your PC and then Windows and your backup software would see it as a local drive. If that isn't an option then there are several programs out there that can backup a NAS device.
Best of luck.
EDIT: Just looked at the NAS200, looks like USB is an option.
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