The 'Device.Backup.TFTP' activity is a new activity added to CatTools in version 3.4. It was primarily added to support devices which can only export the configuration (or extended configuration) via TFTP, rather than via the normal 'Device.Backup.Running Config' activity.
The HP.Switch.2500 device type doesn't currently support the running of the 'Device.Backup.TFTP' activity, hence the message you are seeing.
It is likely in the past that you were using the 'Device.Backup.Running Config' activity (or if you were using a version of CatTools prior to v3.2.0, then this would have previously been called 'General.Backup.Running Config') which uses the capture config to terminal window method to gather the config, for example (in most cases) by issuing say a 'show config' or similar CLI command.
A rough guide to activity support per device type can be found in our device matrix web page at: http://www.kiwisyslog.com/wrapper/devices-supported/
Hope this helps.