The easiest way to load the agent control is to select it from the controls menu in VB and just drop it on your form.
Alternatively you can add a reference to the Microsoft Agent Control 2.0 from the References menu item in Visual Basic and create an object for the control at runtime like this:
Private WithEvents MSAgent As Agent
Set MSAgent = New Agent
For the purposes of this text we will assume the name of the Agent Control is called "MSAgent".