Scheduled Tasks|Advanced|View Log may provide some details. If the job
connects to another machine you may need to add the user/ group 'logon as
batch job' rights (server side). Control Panel|Admin Tools|Local Security
Policy\Local Policies\User Rights Assignments
"Log on as a batch job"

If the task completes but the job does not then there is a problem in the
job itself. Remember that if it involves network resources to make sure the
user account has permissions to the resources and also use UNC paths as
mapped drives won't natively exist when no one is logged on.