I need to know how you launch the job and it's task. It sounds like you are launching a job with a single task and want the error message returned somewhere. In general you need to provide both a /stdout and /stderr location for this imformation.
I created just such a job and even though my ipconfig command generated an error the message was sent to stdout, not stderr and the job console did not show the message. Care to share the macro that launches the app?
Let me know if this helps.
Frankie