SSIS package fails when running as a Job

Hi

I have an SSIS package that is extremely simple...

1 - A Script task that connect to a website (using webclient) to download a csv file

2 - A data flow task that takes that file into a SQL staging table.

When running via BIDs and SSIS (even the Execute Package utility work fine) it works a treat, but when i run it via a job it failed with the error below.

Started:  15:19:35
Error: 2009-11-25 15:19:36.28
   Code: 0x00000000
   Source: Download File 
   Description: An exception occurred during a WebClient request.
End Error
Error: 2009-11-25 15:19:36.28
   Code: 0x00000004
   Source: Download File 
   Description: The Script returned a failure result.
End Error
DTExec: The package execution returned DTSER_FAILURE (1).
Started:  15:19:35
Finished: 15:19:36
Elapsed:  0.796 seconds

This Agent Service is setup as a local admin of the server... is there something missing when I setup the job? Could it be a IE proxy thing???

Also... If i create a batch file that calls the package, it works... But if I call the batch file from xp_CMDShell it fails with the same error.

Cheers

JL