Thank you very much for taking the time to reply.
Your response made perfect sense and provided me with the "missing link" of information I needed.
Having previously working where all our servers were "in-house", and where my account was a domain administrator, explains why I have not had this problem before.
Now where I work I am not an admin, thus the issue.
I have added myself as an administrator on one of our local boxes, and I can now see the agent status and stop start etc... - great.
Our other servers are remote and hosted by an external hosting company, thus I cannot add my self as an Admin User on them as they are not on our network. (Or if it can be done, I don't know how to!). Not to worry, at least I understand now!
(My previous comment about not having this problem here using SQL2000 tools was clearly incorrect).
Thank you for explaining this.
Many Thanks
David