When the Anthill Pro 3.8 agent is run as a service under Windows XP, the "Shell" step (of type Builder) executes commands in the background (for lack of a better term - what I mean is that the GUI-based application is launched but not displayed on the screen, though its process can be seen in the task manager).
If I try to manually execute the same command to launch the application from the command line (simply the process's path and name), I don't have any problems. If I stop the Anthill Agent service and launch the agent manually so that the agent is running in the foreground, I also don't have an issue with the application displaying on the screen.
So I believe this is an Anthill Pro configuration issue, but I'm not familiar enough to know what the issue could be or where to look.
Run the agent as the LocalSystem user and then configure the shell step to impersonate the user account