Can anybody tell me how to record a GUI script on an agent computer rather then on the local computer.
Why do you want that ? I think that make a script on local computer and then debug it on agent computer is much more comfortable and easier.
If you want to give somebody a fish, you'll do better if you teach him how to catch it.
Unfortunately, I cannot do that. Our system is configured in such a way that the Robot resides on one machine (Windows XP) and AUT's are on another machine (Windows 2003 server)