After the installation of SQL Server 2008 it could be possible, that the SQL Server Agent is not running and it couldn’t be started. This could happen, because the Agent extended stored procedures are disabled. In the Books Online you can find an entry for this behavior, and how to fix it.
First you have to some configuration via a query:
sp_configure ‘show advanced options’, 1;
sp_configure ‘Agent XPs’, 1;
Then, you should set the "Startup Type" of the SQL Server Agent service to manual or automatic. That’s all.
Update 2008-11-15: I think this will happen, when you do an upgrade from an Express Edition to the Standard or Enterprise Edition of SQL Server.