Parallel backups - Multiple backups at same time, any gotchas?

Hi,
I was able to issue multiple backups at same time (on same database). But it is was an empty database. I am wondering if there are any issues issuing multiple backups at same time. One of the need I have is to have incremental and full backup to be run at same time. Is it possible? Are there any issues? Any locking related issue?

Thanks.