Well, agents r ,u can say, a firewall that keep a watch on who r trespassing from the real world n matrix...The machines created them...They r special programs written by machines itself.... that can not be terminated or destroyed(u can assume this for this time)....Agents try to stop activities which defy the rules of matrix and eliminate them i.e. remove from the memory , u can even treat them as antivirus for programs in the matrix and firewalls for people or program trying to enter the matrix !!!