How to do debugging for a batch job?

Hi Colleague,
I created a batch job via t-code sm36 in SAP GUI, and added a report to this batch job, there is no problem to run this report directly, but fails to run the batch job. How can I do debugging for this batch job?
Kind Regards
Andie

Hi Arun VS,
Now I can do debugging, when I invoke the following standard function module, there is a dialog box popped up for doing security check. How can I prevent it from being popped up in a batch job?
CALL FUNCTION 'GUI_DOWNLOAD'
    EXPORTING
      filename                = lv_full_path
      filetype                = 'ASC'
      codepage                = lv_codepage
      write_bom               = ip_bom
    IMPORTING
      filelength              = lv_file_length
    TABLES
      data_tab                = gt_xml
    EXCEPTIONS
      file_write_error        = 1
      no_batch                = 2
Kind Regards
Andie

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