When to use sys.path.append and when modifying %PYTHONPATH% is enough

Perhaps you're not running the scheduled task under the right credentials (log-in name). When you define environment variables in System Properties dialog, they can be either User-level or System-level. If you defined PYTHONPATH as User-level then your scheduled task must run as that user for it to be set properly. I believe making it System-level would mean it would apply to all users unless they have their own value defined.

Below is a screenshot showing where one sets environment variables. It's similar in both Windows XP and Windows 7. The top half of the right-hand dialog box shows the current User-level settings, and the bottom half lists all the System-level ones.

If PYTHONPATH appears in the list of names in the upper User-level group, you can effectively move it to the other lower one by first deleting and then adding one of the same name plus associated value to the lower System-level set. To save a little typing, you can Edit the user-level variable before you Delete it to be given a chance to first copy its current value, then Cancel-out of the operation. That way, when you make the New System-level copy you'll be able to simply paste the copied value into it.