scheduled mailings dont send - civicrm4.1
Generally I have found that, if a mailing is stuck as "running", but does correctly run when "execute now" is clicked, that you have a permissions problem.

When you "execute now" the mailing is executed using the permissions of the currently logged in user.

The cron job however usually runs as a different user. This user needs minimally to have a few permissions set: view all contacts, access CiviCRM, access CiviMail.  

I would first track down your cronjob to find out what user is referenced in it.  Without more details on your hosting platform its a little difficult to help you with that.  If you have SSH access, try issuing a command line: crontab -l.  If your hosting provided gives you cpanel or similar, you may be able to view the cron jobs with that.