The role of an Agent within HRI is like that of an agent in the film and music industries - namely to keep you busy with profitable work that enhances your career and to represent your interests above all others. They may also be your mentor and professional development advisor - but above all else - they work for you. If they don't - you should find a new one.
You can be your own agent - but unless you get really well known - you may find you have to spend two hours looking for work for every one hour you can charge.
By contrast your agent is looking for work on behalf of several people and can find something for somebody on almost any project. (Even if its via another Agent.)