server agent history say app ran but looks like it did not

I have a console app developed with vs2005. The solution contains 2 projects
and uses a config file. I have built it in the debug mode and copied
everything from the Bin/Debug file to a folder created on a server. The
application also writes out a log file. Anyhow when I remote log in to the
server and select the executable it runs fine. When I run it from an SQL
server agent job sql 2000, the (view job history) shows that it ran but there
is no log file so looks like it did not run. It also sends out emails and
these are not sent out when the job is run. To verify permissions I created
a small windows app that just sends out a hardcoded email and this works fine
on the server, running through an SQL server agent job.
Thanks.
--
Paul G
Software engineer.