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.