The AT command is made available at the command line through an NT service, originally the "Schedule Service". It is this service that is actually executing the scheduled jobs. By default, the service is installed to log in using the Local System account and as does not have any privaleges to external network resources. You can reconfigure the Schedule Service, through the Control Panel Services Applet, to startup and login using a different, network user account. Make sure the account has Logon As Service rights using User Manager, Policies, User Rights... (check Show Advanced User Rights). Once properly configured, the Schedule Service should properly execute network jobs.
BUT, just when you think you've got it all figured out they change the rules on you. If you have installed Internet Explorer 5 or later, the Schedule Service is replaced by the Task Scheduler service. This service MUST use the Local System account to logon with. Using the Task Scheduler service is quitedifferent that using the Schedule Service. You still have the option to create and view jobs using the comand-line AT command, but it is not recommended. The recommended way is to use the new Scheduled Tasks GUI applet that can be found either in the Control Panel or Windows Explorer. Each job created and managed using this GUI can be set to logon with its own specific user account - one job might use the local system account while another might use a local user account, and yet another might use an account that is a member of the Domain Admins group.
You can get more info by searching the Microsoft Knowledge Base:
http://search.support.microsoft.com/kb/c.asp
(make sure there's no spaces in link)
for the following articles:
Q235536
Q236773
Q196731
Hope this helps, -Ewing