We are having what could be the same problem. Tasks including simple one-line test scripts run on the target machine, but they stay in status Running and never report back complete. We've determined that it only affects certain machines, though it's a large number at 100-125.
When I run a task with just a pause, AeXAgentDesktop.exe is spawned correctly on the target machine. After hitting a key it exits and the process is no longer visible in Windows Task Manager. However, it will show as Running in Altiris until it times out, and then show as failed.
Check Task History and see if it looks like the one I have attached. The tasks are actually running so I don't think it's a configuration issue. I'm still trying to narrow it down to see what the problem machines have in common. I'll share whatever I find.
Zubin Chandran
Missouri Botanical Garden