Posting an update here for Arkadiusz and other customers -
This is definitely an issue with the configuration of SQL server where Ops Mgr is installed.
It's not an nworks issue - although our updates to Reports in 5.7.have exposed it. Note - You would see the same issue if you imported Microsoft's own Exchange 2010 Management Pack.
Any customers experiencing this should contact our support, but also their Microsoft support contact.
Please see here for a great article on how to resolve this from Marnix Wolf - http://thoughtsonopsmgr.blogspot.com/2010/04/failed-to-store-data-in-data-warehouse.html
The fix is not simple, and involves backup Ops Mgr Db(s), reinstall SQL, and restore Ops Mgr Dbs. But it is best to take this path now, because anyone with this error has an officially unsupported (by Microsoft) configuration for Ops Mgr. And the error could occur with any MP update in future, from Microsoft or another vendor.
Veeam of course will stay engaged to assist any of our customers who encounter this issue. Any questions please post in our forum, or contact our excellent Support team!