>From my workstation I put my job in the scheduler, but while running it seems it uses my local resource. Do I have to put the job on scheduler logged on the server to avoid that? Or it exists another way?

If you let it run at the scheduled time (as opposed to starting the job from your Enterprise Manager or SQL Analyzer) it will run from the server using the authentication of the SQL Server Agent service account.

I assume that the job is saved at the server, and not on your local SQL Server installation if any.