Microsoft Knowledge Base Article 308558 contains the following summary:
This step-by-step article describes how to troubleshoot scheduled tasks in Windows XP.
If scheduled tasks do not run, you can use several methods to determine the source of the problem.
NOTE: Administrators or users with administrator permissions can configure the Task Scheduler to send a notification when a scheduled task does not run as you set it to run. To do so, click Notify Me of Missed Tasks on the Advanced menu.