We here discuss how to run Bag-of-Tasks applications on computational grids. Bag-of-Tasks applications (those parallel applications whose tasks are independent) are both relevant and amendable for execution on grids. However, few users currently execute their Bag-of-Tasks applications on grids. We investigate the reason for this state of affairs and introduce MyGrid, a system designed to overcome the identified difficulties. MyGrid provides a simple, complete and secure way for a user to run Bag-of-Tasks applications on all resources she has access to. Besides putting together a complete solution useful for real users, MyGrid embeds two important research contributions to grid computing. First, we introduce some simple working environment abstractions that hide machine configuration heterogeneity from the user. Second, we introduce Work Queue with Replication (WQR), a scheduling heuristics that attains good performance without relying on information about the grid or the application, although consuming a few more cycles. Note that not depending on information makes WQR much easier to deploy in practice.