I have scheduled a job run as a domain user on a windows2000 computer.
I want this job to download files from mainframe even when I am logged
off. I used wininet.dll in VB. When I logon, it runs well. But when
logged off, it gives me error message "error code: 3 Message:". No
files get downloaded

Have you tried to give the job scheduling service valid user
credentials?  You may also want to enable the application to interact
with the desktop.

Thanks for your comments, bastian.
I gave a valid domain user.
I cannot enable it to interact with the desktop because this will be
scheduled off working hours. The email and all others work well, just
the part of loadloading files from mainframe doesn't work.
Thanks