All jobs must be run through the Sun Grid Engine (SGE) queue. Jobs that are not submitted through the queue will be killed. Don't worry if you are running MPI (parallel computer) jobs, you will be able to run those just fine through the queue.
You may assemble/compile/link programs on the grid, but these are the ONLY exception to the rule. Please do not compile OpenOffice on the grid.
If you are unfamiliar with SGE, please take a look at the Running Jobs tutorial.