Failed to Run OLE Excel program in background JOB (SM36)

Please help.

I have write a program to use OLE to create a Excel file.

The program can run successful in front end workstation. However, when I run the program in background job by SM36.

The statement "CREATE OBJECT EXCEL 'EXCEL.APPLICATION'" return with error "SY-SUBRC = 2".

How can I solve it ?

Can OLE Excel be run on background job ?

Thanks so much,

Mark