I am on NT Server right now and you definitely can run tasks on a prescheduled basis. However, be careful you don't use both the AT command, which really is an old NT version carryover, in conjunction with the "Scheduled Tasks" that shows on my NT version under "My Computer". When you mess around with both, on most occasions, nothing works and you think you're at fault. In the later service packs of NT4, the Scheduling Tasks area has appeared and is preferable to the command line AT command.

I had a VFP program that was run every hour on the hour, 24 x 7, to grab some data from a control device. After it got the data, it printed a short report and quit until the next hour. I just used a BAT file in that case. You want yours to run no matter whether a login is issued or not. So, I see why you're thinking of the service approach. Haven't tried it.