Difficult to know what you want to do because you haven't included expected output for any data.

What is you expected output with the following: -

DECLARE @NewTask VARCHAR(50), @StartDate DATETIME, @EndDate DATETIME;

SET @NewTask = 'TASK D';

SET @StartDate = '2012-03-04';

SET @EndDate = '2012-03-05';

DECLARE @NewTask VARCHAR(50), @StartDate DATETIME, @EndDate DATETIME;

SET @NewTask = 'TASK D';

SET @StartDate = '2012-03-14';

SET @EndDate = '2012-03-17';

Here's a shot in the dark: -

DECLARE @NewTask VARCHAR(50), @StartDate DATETIME, @EndDate DATETIME;

SET @NewTask = 'TASK D';

SET @StartDate = '2012-03-14';

SET @EndDate = '2012-03-17';

IF EXISTS (SELECT 1 FROM MyTaskList WHERE @StartDate >= StartDate AND @StartDate <= EndDate)

BEGIN

PRINT 'StartDate No Good';

END

ELSE IF EXISTS (SELECT 1 FROM MyTaskList WHERE @EndDate >= StartDate AND @EndDate <= EndDate)

BEGIN

PRINT 'EndDate No Good';

END

ELSE BEGIN

INSERT INTO MyTaskList (TaskName, StartDate,EndDate)

SELECT @NewTask, @StartDate, @EndDate;

END