Thanks again. I just started trying that and found that there is no jobs folder under my sql server installation!

At this stage I'm thinking I need to reinstall.

< later >

I found the folders, they weren't installed on the C: drive but along with the data folder which was configured for another drive.

Interesting thing: the log folder has access rights granted for SQLAgent$SQLEXPRESS, but there is no such user or group defined in the active directory!