If you're running Sharepoint on Microsoft Windows Server with MS-SQL and you are getting an error along the lines of “SQLAgent is not allowed to run”, you have to make a small registry change.  Navigate to:

HKEY_LOCAL_MACHINE/SOFTWARE/MICROSOFT/MICROSOFT SQL SERVER/SHAREPOINT/SQLSERVERAGENT

Look for the key “GUID” and delete it.

The SQLAgent service should now start up without any problems - but be careful, you're hacking your registry!