Hi,
I'm not sure if either of you figured this out yet, but I had the same problem. Thanks to 'orionfan's suggestion, I figured out that the user you have running the tasks as needs to log into the server and set their Internet Explorer to disable "Protected Mode". I also changed the security settings to 'low' for the user running the tasks. Now my jobs run correctly. I'm using Windows Server 2008 R2, IE10.