Permission problem with t.i.agent

Step 1-) I create a new user and group of administrators, no other groups and a.d.
Run the t.i.m.c. and remote install the t.i.agent use new user account.
Step 2-) Create the task no problem, close the m.c.
Step 3-) Run the management console and connect the remote machine, click the "Start Now" icon, run the task.
Fail: E000640067: Failed to run the task
Failed to execute the task script. Error #1314 - "A required privilege is not held by the client.".

OS: Windows 2003 Ent. Srv.
TI: Ent. Srv. 8.1.933
No user permission problem cuz user is member of administrators group.
If this user permission problem, why can allow the create the task of m.c. (step 2)?