There are special security considerations when server run (scheduled) agents access databases on different servers. Prior to Domino 6, this was not possible at all.
Read the Agent FAQ for details, or refer to the LDD Today article on the subject:
http://www-10.lotus.com/ldd/today.nsf/62f62847467a8f78052568a80055b380/177bbe55c6848ae000256c44003aee17?OpenDocument
Mind you, I believe it requires both servers to run Domino 6.
Alternatively, create a replica of the database in question on the server running the agent, and access it locally.