On the Main Settings screen of the task, I left it as Background execution.
On the Execute screen, I selected the Credentials, as Administrator@<domainname> (local login + load profile), and when I set it up I entered the password.
When I run the job, it gives the message "Unhandled error when trying to start the process. Logon failure: user account restriction. Possible reasons are blank passwords not allowed, logon hour restrictions, or a policy restriction has been enforced."
I am connected as Administrator on the Server, I set the credentials up as Administrator on the domain, with the password.
Thanks Henrik