Local GPO

I create a script to backup 6G data file to a secondary HD for my client who running windows 2000 profesional SP4. I run the script manually & everything work fine. In order to backup the data at convenient, I configure the local GPO to run the script at log off, the script is running but the process is incompleted. I re-configure the script run at user log on, everything is fine. So is anyone know why the backup script do not finish when I configure it run at log off.
Please advice, Thanks.