The word "agent" is used for lots of meanings in computing these days. Specifically:
are programs that do travel between sites, deciding themselves when to move and what to do. These can only travel between special servers and are currently not widespread in the Internet.
are programs that help users with things, such as choosing a product, or guiding a user through form filling, or even helping users find things. These have generally little to do with networking.
is a technical name for programs that perform networking tasks for a user, such as Web User-agents like Netscape Navigator and Microsoft Internet Explorer, and Email User-agent like Qualcomm Eudora etc.