Are you running it on a Windows 2000 Server or Desktop? Also What is the entire error code? It sounds like a permission issue. Please check the account you used to configure the job and try to provide admin credentials. The user credential you provide is validated and then used to run the job, if that does is incorrect or does not match you can get this message. If this does not work give more details on your environment and problem.

to give it admin rights, right click on the task and click on properties. At the bottom it says run as domain\username then set the password by clicking on the SET PASSWORD button.

example test\administrator

You can check the Event Viewer to check for security and app logs and In task sceduler - click advanced - view log.