After some time debugging (Sql Server 2005) why not all instructions are executed, I figured out that if you have a jobstep of type "Operating System (CmdExec)", only the first line executes; subsequent instructions are not executed. If the first line is a remark, nothing will be executed.
If you need several lines of instructions, I fear you should make several jobsteps or use a (separate) cmd-file.
Hope this saves time for you ...