pgagent status always successful

I am new to pgadmin and pgagent and need some help.

I am trying to set up a job in pgadmin3 that runs automatically through
pgagent. I want the job to stop if any of the steps fail. Some of the steps
are bash scripts. I have set the "On Error" flag to fail.

I can get my bash scripts to run through pgagent, but the status of the
script always comes back as "Successful" with a result of "1" (in the
statistics section for the step in pgadmin), this happens even if I use an
invalid filename for the script. I have also tried exiting the scripts with
various exit codes and have used "set -e" with out effect.

Is this a bug or am I missing something obvious? Can anyone give me some
advice on setting up jobs?

Thanks for the help,

~ Eric