Trojan.Agent refers to a generic Trojan malware detection. It is used for detections that are either associated with no specific malware families or not enough information is available to pinpoint the malware family.
Trojan.SafeGuard is a detection for a false anti-malware scanner that performs an LSP hijack on infected machines.
Malwarebytes can remove Trojan.SafeGuard without further user interaction. The user should, however, be prompted to reboot at least once because of the needed reset of the Winsock. Without doing so, the user could potentially lose their internet connection.