Thanks. We got it to work. We used the RMTCMD command to call a .bat. The main issue is that we had to use OSQL instead of sqlcmd which is weird because we are on SQL 2005.

This is the .bat

osql -U sqluser -P sqlpassword -S server -Q "EXEC msdb.dbo.sp_start_job N'JOB NAME'" .

Also we has to change the user and password for the RMTCMD because it is different than the sql user and password.

Thanks for your help.