Good Luck

Routers are the main problems of these Agent Errors.

Here are two easy working methods :
Turn of the FireWall
Change ingame ports (only works when firewall is off but still Agent Error, or you could try your luck for this step)

Now, how do we work out these methods?
To turn off your fire-wall, it's pretty self-explanatory.
For the sake of some, let me list down a few steps.

-Go to Control Panel, which can be accessed through [Start Menu], [Control Panel] (WinXP). Control Panel should be on the right.
-Go to "Windows Firewall" in Control Panel.
-Instead of Windows Firewall "on", click on the Windows Firewall "off" by clicking on the little circle on the left of "Windows Firewall off". It should be checked with a little green dot.
-Click on OK, or APPLY.
-You're done with this step, run Gunz launcher and try your luck!

To change ingame ports, go into Gunz, log in, select your character and click on OPTIONS at the top right of your Gunz screen.
-Click on MISC
-Change the ports from 7800~7900 to 4800~4900.
-Click OK, and Gunz should prompt you to confirm change ports and restart Gunz so the new ports can take effect
-Restart Gunz and Agent Errors shouldn't be there now

And IF the above methods don't work, here's some FURTHER steps to solve
i. the Agent Error for ALL the players
ii. only some Agent Error for some players

1) If you have played in some games, restart Gunz first, if not, ignore this step.
2) Log in, select your character.
3) Enter a DEATHMATCH and wait till you see all the Agent : Not Available before leaving the DEATHMATCH.
4) Repeat step 3.
5) Enter a TEAM DEATHMATCH and wait till you see all the Agent : Not Available before leaving the TEAM DEATHMATCH.
6) Repeat step 5.
7) Create your own room, and perform Massive Strike, a bit of slashing (basically, just stay in the room for a minute or two and practise your moves)
8) Enter your prefered game room and START PLAYING.
9) If these steps doesn't work, you might want to try this steps all over again, starting from step 1.

and if that doesn't work try using port triggering / port forward
heres a program that does it aswell as a guide

info: http://www.portforward.com/

I did not make this. Don't give me any credits.