Can "at" command execute any kind of shell script?

I created a java program that showed a message dialog. After pressing OK it is closed and the program execution ends. Then I created a shell script alarm.sh that executed the program. I tested it and it worked: $ alarm.sh "-i It's time to ring up the revenue service" However when I executed: $ echo "alarm.sh \"-i It's time to ring up the revenue service\"" | at 15:00 The message dialog didn't pop-up at 15:00 although the job was scheduled. Why? How does "at" execute shell scripts and what are its limitations?