There are a number of SQL Server Agent jobs set up that run on schedules and they run OK. When I use Management Studio, right click any job and select "Start at Step...", a dialog pops up and says "starting..." then success, but the "executing..." part of the dialog never "comes back" - the job seems to run forever. If you "View Job History", it looks like I never launched the job.
I created a new job with 1 step (select 1) as a test. This job never returns, either. I scheduled the job to run every 10 seconds. It never runs, according to "View Job History".
I have all roles (including dbcreator, public, serveradmin and sysadmin) on a SQL Server 2005 install.