/Tim,

I am assuming you are talking about the custjob window appearing. This window will only appear if you are logged in as session 0 on the core server. If you are using RDP to access the core server you need to launch the MSTSC.exe with the /console or /admin switch depending on what OS you are on.

http://support.microsoft.com/kb/947723/

Note:

Only custjob tasks will show the popup window. Other scheduled task do not use custjob and will there for not pop a window on the core, I.e Software dist task with delivery methods.

Just to clarify on what Jason is saying here. Pretty much only scripts use CustJob. The window that pops up shows you the status of these jobs. If the job is deploying an exe, msi, etc. then they do not use CustJob and you will not see this CustJob window as those tasks are not using CustJob.