Hi !
If you get "App Closed Agile Messenger" error, than this will probably fix your problem.
I just wanted to share this. It's totally my discovery for the problem.
1) Uninstall Agile messenger 3
2) using a file manager, delete these files: (if they still exist)
C:\AgileMessenger
C:\System\Apps\AgileMessenger\AgileMessenger.INI
E:\System\Apps\AgileMessenger\ (DELETE THE WHOLE FOLDER)
3) After cleaning these files, reboot your phone. Just to make sure nothing left.
4) Install Agile Messenger 3 again BUT DO NOT OPEN IT !!
5) Start an app which uses GPRS HTTP connection, for example OPERA. Or any other messenger apps.
6) While that app is still RUNNING and CONNECTED, press and hold your <MENU> button in order to switch to TELEPHONE.
7) Notice that GPRS connection icon on the top-left still remains.
8) While having that connection active and open, open your menu and RUN Agile Messenger.
9) Fill up your info correctly for a protocol (MSN), and select PASSTHRU as connection link.
10) Cross your fingers and select REGISTER command.
11) 90% a chance, it will connect successfuly.
12) After connecting, get into preferences, change your settings. Change at least ONE OPTION in order to configuration to be rewritten.
13) Log off msn and exit Agile Messenger. Close the other GPRS user application too.
14) Reboot your phone.
after rebooting, you will be able to use Agile messenger independently again.
If not, you can still try Connecting before running Agile Messenger.
Hope this helps.