Under SSMS > right-click SQL Server Agent > Properties> History. Enable checkbox "Remove agent History Older than 4 weeks.". Press OK. Everything is fine (no error message or warning.)
Go back to SSMS, hit Refresh and check out History again. The "Remove agent history" checkbox (that I had selected) is now deselected. I tried changing the retention period to different values, hit OK, but my setting are not present when I return to the History dialog.
Any ideas on this one much appreciated.
Barkingdog