A common occurrence seen on GridEngine clusters is a job that goes immediately from the running state back to Eqw. The best place to check for the reason for the Error state is in the qmaster's message log. On CycleCloud clusters, the default location for this logfile is /sched/sge/sge-2011.11/default/spool/qmaster/messages.
One error that's often seen in the messages file is that the job script file could not be found. This is almost always caused by Windows line endings in the job script, particularly if it was uploaded or copied and pasted from a Windows machine. To fix the error, install a utility such as dos2unix and run the job script through that utility before submitting the job:
dos2unix myscript.sh qsub myscript.sh