How to indicate failure of a shell script to pgagent

Hi,
I'm using postgresql 8.4.5 and pgagent 1.8.4 on debian lenny. I set up a pgagent job, which executes every 15 minutes.
Inone step, there is a shell script executed. For testing purposes, the script is simply a one-liner containing "exit
1".Nevertheless, pgAdmin tells me, the job executed successful. 

So my question is: How can a shell script indicate a failure to pgagent, so that the job execution is considered to be
failed?

The step's attribute is set to fail-on-error.

Thanks in advance