'Agent XPs' because this component is turned off as part of the security configuration for this server. A system administrator can enable the use of 'Agent XPs' by using sp_configure. For more information about enabling 'Agent XPs', see "Surface Area Configuration" in SQL Server Books Online"

To turn on Agent XP's by running this script:

sp_configure 'show advanced options', 1;
GO
RECONFIGURE;
GO
sp_configure 'Agent XPs', 1;
GO
RECONFIGURE
GO