What happened with the primary command to get the state of the service? I mean, sc (service control) executable?
You can run it from Command Prompt as
sc query sqlserveragent
or you can run it as a query from SQL Server:
Exec xp_cmdshell 'sc query SQLSERVERAGENT'
You can also run a script or a job of the type of ActiveX script using WMI to query the state of the services and send you results by email - I use it sometimes.
I sort of would like my point back for not checking the undocumented procedure with the error in the syntax.