You should know that when you run a program by starting a job with a CmdExec step, the directory in which the program is running in will be c:\<windows dir>\system32. How can this affect you? For example, I created a .Net console application that has a settings file with it. When I ran it using the SQL Server Agent, it couldn't find the settings file (worse - it used the default settings and that caused many trouble finding the problem). After some research, I found that it's looking for it in the directory I mentioned.