1. Have you checked that there are newer versions of the said files in the server?
2. Are you sure they are not excluded?
3. Have you looked at dsmsched.log and dsmerror.log? If the vmdk files are VM images of running/live VMware virtual machines, they probably are changing all the time during backup, and are skipped by TSM with ANE4037 unless your mgmt class is configured for dynamic serialization (which is not the correct way to handle live VM images). Please note that TSM does not consider a scheduled backup job as failed even when there are skipped files (rc=4).
If you need to backup VMware virtual machines, you probably should read:
http://www.redbooks.ibm.com/Redbooks.nsf/RedbookAbstracts/tips1163.html