Unlike custom time window data load and 'Manual' data load, scheduled data load does not start in Strategy Enterprise Manager.
The user who runs Strategy Enterprise Manager Data Loader service does not have the required DCOM permission.
Note: The Strategy Enterprise Manager Data Loader Service can be found in Services, as shown below:

Follow the steps below to set DCOM permission:
For a Windows 2003 machine, do the following:

For Windows Server 2008, do the following:

