What to do after:" No sd-ext found. Skipping backup of sd-ext"? I want to update to cyanogenMod 9. But before doing this, I've done a nandroid backup.
After the backup was created I saw this output:

ClockwordMod Recovery v2.5.1.8
SD Card space free: 1296MB
Backing up system...
Backing up data...
Backing up .android_secure
Backing up cache
No sd-ext found. Skipping backup of sd-ext.
Generating md5 sum...

Backup complete!


I'm not sure, but I believe this means that the external sd-card partition wasn't backuped.
Will this be a real problem, if I want to backup my phone? And how shall I solve it, if it's a problem?
This means you do not have an ext3/4 partition on your sdcard. This really ins't a big deal, this is like a legacy part of the nandroid backup process. CM doesn't "officially" support the sd-ext partition any more anyhow.