In Secure Copy 5.0.4 or lower, copy jobs with a period in the name are unable to be scheduled either through the right click dialog or the schedule job button in the UI toolbar. Attempting to schedule the job does not throw an error, but the task scheduler is not presented to the user.
As a workaround rename your job to a string that does not contain periods. This issue will be addressed in a future release of Secure Copy.
NOTE: Starting with version 5.5 it's not possible to save a copy job with a special character in the job name.