Do you have a password for your user account? For reasons known only to Microsoft programmers, scheduled tasks just won't run from an account that isn't passworded.
In Control Panel, user accounts, create a password for the user account from which the scheduled tasks will run.
If you want it to logon to that account without having to enter the password every time you boot up, go to Start>Run, type in "control userpasswords2" (without the quotes, with the space after "control"), click OK.
Uncheck "Users must enter a username and password to use this computer," click OK.
In the dialog box that opens, enter the user name and password of the account, click OK.
Scheduled tasks should run (if the computer is turned on when they're scheduled to run, that is

) and it will not ask for the password on every boot.