If it's showing up in the history, then it sounds like it's running.

Perhaps it's immediatly failing, or starting then immediatly stopping?

If you drill down into the details of one of the history rows, you can perhaps get a little information.

I've found you get a lot more information about failures (or just general troubleshooting information) if you specify an output file in the advanced page in the job step properties window.

Might try that and see if you get any useful information about what its doing.