What privs do you have on SQL Server itself? Do you have "SA" privs? If not, you're pretty much stuck. If you do, then it may be that you have to start SSMS a little differently. I keep an icon on my desktop to start SSMS. If hold down the {Shift} key and right click on the icon, you should see a selection of "Run as Administrator". Click on that and see if you now have control over the agent from SSMS.