This is the expected behaviour in SQL Server Express edition. The SQL Server Agent service will be in disabled state and if you try to start it, it will throw the error. Kindly check the below link confirming the same
http://jmkehayias.blogspot.com/2009/01/sql-server-2008-express-sql-agent-won.htmlYou need to get a new version to get the agent working or you need to use sqlcmd.
Hope this clarifies.