If the agent's do not share phones, you could program one of the open buttons on their phone as a "busy-ind" lamp for their agent login ID. - or - Depending on the version of Definity you have and the type of phone that you are using, you may be able to change the Message Lamp Ext on page 1 of the station form to their agent login ID (assuming that is where their voice mail is associated).
Also, you could think about using PSA and have them bring their extension to the desk they are at each day.