Is it possible to set up the standard backup system in SBS 2011 (or Server 2008 R2) to use an internal drive as a destination as well as external drives?

Before you say yes, from my tests and from what I've read on the web, backups with internal drives included as a destination always seems to prefer the internal drive over connected external ones. (Regardless of what drive might be marked as 'active'). So no data ever gets written to a plugged in external drive.

In my opinion external drives should always have priority over internal drives or including them is pointless.