you may get lots of information about the job using sp_help_job

heres link in BOL (2005) , also works with 2000

ms-help://MS.SQLCC.v9/MS.SQLSVR.v9.en/tsqlref9/html/8a8b6104-e0e4-4d07-a2c3-f4243ee0d6fa.htm

the result set has column current_execution_status , gives you the current status of the job