I found this snippet from the link (also included). http://www.microsoft.com/resources/...c1361.mspx
“Generating Database Backups from the Secondary
Since the log shipped database is only a small increment of time out of sync with the primary database, it is a good idea to use it to generate the full database backups. This would keep the primary production server free of the potential overhead and contention incurred by a daily (or scheduled) backup.
It is also important to backup the msdb database on all servers involved with log shipping, including the log shipping monitor. This database contains all the configuration and status information for log shipping. “
That makes it sound like it is not only possible to backup the secondary server, but it is preferred?