When SQL Server Agent runs its tasks it normally does so using the context of the service account you assigned to the Agent service. This may or may not be the best context for your application, so you can set up a Proxy. This allows you to run the task under the context of the account you set up in the proxy, and it's pretty easy to do.

First, set up a Credential. This defines the ADS login credentials the proxy will use. You can do this under the Security tree in Object Explorer, or you can set it up in Transact-SQL like this:

CREATE CREDENTIAL [cred_MyCredential] WITH IDENTITY = N'MyDomain\MyLogin', SECRET = N'S0meComp1exP@ssw0rd'
GO

Once the credential exists then you define the proxy. Expand the tree under SQL Server Agent/Proxies, select the job task type you plan to use the proxy for, then right-click and select New Proxy, or use this Transact-SQL:

USE [msdb]
GO
EXEC msdb.dbo.sp_add_proxy @proxy_name=N'proxy_MyProxy',@credential_name=N'cred_MyCredential',
		@enabled=1
GO
EXEC msdb.dbo.sp_grant_proxy_to_subsystem @proxy_name=N'proxy_MyProxy', @subsystem_id=3
GO

EXEC msdb.dbo.sp_grant_login_to_proxy @proxy_name=N'proxy_MyProxy', @msdb_role=N'SQLAgentUserRole'
GO

In the sp_grant_proxy_to_subsystem stored procedure, @subsystem_id=3 indicates this proxy will be used to run Operating System commands.

Once the proxy exists it can be selected in setting up a job task by specifying the new proxy in the Run As dropdown in the task dialog. If setting up the job through Transact-SQL you specify the proxy in the sp_add_jobstep stored procedure with the @proxy_name parameter:

EXEC @ReturnCode = msdb.dbo.sp_add_jobstep @job_id=@jobId, @step_name=N'Step 01',
		@step_id=1,
		@cmdexec_success_code=0,
		@on_success_action=1,
		@on_success_step_id=0,
		@on_fail_action=2,
		@on_fail_step_id=0,
		@retry_attempts=0,
		@retry_interval=0,
		@os_run_priority=0, @subsystem=N'CmdExec',
		@command=N'"d:\ApplicationDirectory\MyJobStep.bat"',
		@flags=0,
		@proxy_name=N'proxy_MyProxy'

This may seem like a lot, but really it's not, and it ensures that the automation you're implementing is being done using the right context.

Allen