I previously did install the backup utility from the XP CD.
I just got done trying the backup utility again and the target locations it lists is A:, plus some of the removable drives. I do not have a floppy drive installed but I clicked on A just for the heck of it. Of course it could not find an A drive, so I clicked cancel. It then opened up a window that allowed me to select any drive I wanted - including the D drive.
It would have been so much easier if it would have just listed the D drive from the start. Oh well, at least my problem is solved.