Thanks @Craige_Hales
I learned that when I only have ("Run only when user in logged in), the JMP window pumps up and the gives me the error for ambiguous data source. But when I end the running, it askes me to Exit JMP snd close everything itself.
I reset the file association too but still the same.
I checked the script and they are jsl.
If I mark (Run whether is user is logged in or not") it only shows me Running and no JMP window opens.