Jennifer,
Are the Access Denied messages occurring on individual mail items, or on user mailboxes?
As for the schedule issue, I am assuming your choosing "Reocurring Week Days", for the days it needs to run on. If thats the case, in the calendar view when configuring the schedule, does it have the correct days checked?
Can you please go into detail on which options you're selecting for your schedule so that I can try and reproduce it inhouse?