I'm having exactly the same problem as the OP.
I did install the agent while logged in as the limited user, and I did enter the admin credentials to permit the installation. Following the installation (ie during that original installation session) the agent was working, but subsequent logins do not automatically load the agent and when I try to start it from the Windows menu I get the following Explorer.EXE message:
"The item referred to be this shortcut cannot be accessed. You may not have the appropriate permissions."
Will appreciate any clue about what is happening/not happening. 