Script tasks all fail if you mark the advanced option to capture script output. That option will NOT work in automation. No matter what script type you choose (at this time). It has been broken since the release of SP2.
My guess is that a quick call to support would resolve this BTW.
That said, an agent sitting in automation should be able to receive a task without issue. Here's a test for you.
1) in the SMP console remove ALL MiniNT computers (right-click | delete) so there are absolutely none.
2) Clear all the files in the SBS Store folder (all the SBS files - historical only anyway)
3) Restart the PXE server service (SBS server). Wait for 3 or 4 SBS files to appear in the SBSStore folder so you know the service is ready.
4) Boot to PE. Wait for a record to appear in the console with a MiniNT name. You'll have to refresh it occasionally to find it (I like to switch from tasks to computers back and forth. This should be the computer you just started.
5) assign a task to the system, like a script task (remember to NOT do that advanced option) using VBScript that reads:
msgbox "hi"
6) see if you get a popup box on the system.
If that works, you're well on your way. There still may be some mysteries, but at least you know it is "functional".