Can't finish Tasks without logging in from Task Scheduler

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I successfully created tasks with Visual Build Pro 6.0 and was able to finish the tasks without a failure.

Now I want to run the tasks from Task Scheduler. I just wanted to test it, so I right clicked on the task from another machine and clicked on Run, but the task scheduler says "Running" and does nothing.

So to eliminate the possibility of bug in Task Scheduler, I created a very simple console application and created a scheduled task to test the task scheduler itself. It seems to work just fine. I even created a very simple Visual Build Pro file and tried to run it from the Task Scheduler, and the same symptom happens.

Am I missing something?