Hi Christian,
here are my ideas for debugging the tasks:
1) Use a logging framework like log4j. With such a framework you can configure where the output should go: To a (local) file, to the client (using JMX, see the JPPF user manual) or even to a database.
2) Do no output at all: When an exception occurs, set the exception in the result and output/examin the exception in your client program. This is more for the normal operation of the program, not for debugging.