With CrashPlan you can choose to back up locally to a destination of your choosing.
In your device preferences, click the "Destinations" tab then scroll down to the very bottom of your destination list, and click the "+" button to add a new destination.
After a moment you will be asked to select a folder that will contain your local backup data. Select the folder you need then click "Select Folder".
CrashPlan will take a moment to prepare this folder so that it's ready for backup. Once it's ready you should see it listed, where you can select it and check that it's connected.
Now if you access your Backup Set's settings you can change the destination to back up locally. Simply scroll down to the bottom to see the option.
Here, select the destinations you need. You can have more than one if necessary. Plus, from here you can add a new local backup destination on top of what you already have. Click "Save" when you're happy with the settings.