Have you entered your email address into the "Alert E-Mail Recipients" box located under System --> Setup --> Expand 'Distribution Services' --> QDS@yourservername --> Alert Mail tab in QEMC. This gives us an email for each failed task.
Whoops! Must have been late in the day, I read External but thought Distribution task. We handle all our dependencies (both Distribution and External programs) through an SSIS package on our SQL server. We use QV 9.0 only to call an EDX trigger for probably the same reason you are looking for here, you can't monitor things in publisher properly.
Maybe someone else will have a better solution.