I am having the same or similar problem. Rom Manager (paid) I have the latest recovery for my Hero 1.8.1.4 I hit Backup Current Rom, it displays what the backup will be (date and time) I hit OK, it waits 2 or 3 seconds and returns me to the Rom Manager screen.
I did notice that when I connected the Hero to usb and did a reboot command from the dos command prompt, it shut down my hero and went into a nandroid backup. At least I assume it was a nandroid backup. It was doing some kind of backup.
When finished, it rebooted and I checked the clockworkmod directory and sure enough, it had my backup in it.
This is not how I assume it is suppose to work. I am pretty sure I should not have to attach my Hero to a computer and force a reboot? Right?