Error on SET Proxy Account

[olego]

I'm trying to set a proxy account for the SQL agent. The user is Local
administrator on the SQL Server when I try to set the account I get a message back that says
"The system cannot find the path specified."
I get the same error with TSQL too.

EXEC master..xp_sqlagent_proxy_account
'SET', N'MY_DOMAIN', N'Myadm', N'MyPassword'

My system :
Windows Server 2003 SP1
SQL Server 2000 SP4

I am worried it might be interfering with someing.
Any ideas what paths it could be after?

[rmiao]

Did you try to set it on the server directly?

[skhanal]

Can you run

EXEC master.dbo.xp_sqlagent_proxy_account N'GET'

to get the current settings?

[olego]

Thanks
2Rmiao
I have connected to Server by Remote desktop with "console" flag:
%windir%\system32\mstsc.exe /console

2Skhanal
Yes I have ran it.
It returns me Domain name and user name, but it does not sense.
Job with none sysadmin user with linked server does not work.
See MS recomendations : "PRB SQL Server Agent Job Fails When the Job Uses a Linked Server and the Job Owner Is Not a System Administrator"
http://support.microsoft.com/default...b;en-us;811031

Any Ideas ?

[rmiao]

If it returns domain name and user name, that means you have proxy account set already. Keep in mind that the proxy account needs sysadmin rights or at least has permission to execute required system stored procedures.

[olego]

2Rmiao
Thanks a lot
It seems you are right, instead of the TSQL code

EXEC master..xp_sqlagent_proxy_account
'SET', N'MY_DOMAIN', N'Myadm', N'MyPassword'
returns error message : "The system cannot find the path specified."
It seems ok I have checked it superficially.