Try starting it this way:
eval `ssh-agent`
>The agent is there, but add won't connect... What's wrong?
>
>chris: /usr/local/bin % ssh-agent
>setenv SSH_AUTH_SOCK /tmp/ssh-chris/agent-socket-13687;
>setenv SSH_AGENT_PID 13688;
>echo Agent pid 13688;
>chris: /usr/local/bin % ps aux | grep ssh
>chris 13688 0.0 0.2 1076 440 ? S 13:10 0:00 ssh-agent
>root 11688 0.0 0.2 1172 552 ? S 08:07 0:01
>/usr/local/sbin/sshd
>chris: /usr/local/bin % ssh-add
>Need passphrase for /export/home1/chris/.ssh/identity
>([EMAIL PROTECTED]).
>Enter passphrase: <ENTERED THE CORRECT PASSPHRASE>
>Could not open a connection to your authentication agent.
>chris: /usr/local/bin % ps aux | grep ssh
>chris 13688 0.0 0.2 1076 440 ? S 13:10 0:00 ssh-agent
>root 11688 0.0 0.2 1172 552 ? S 08:07 0:01
>/usr/local/sbin/sshd
>chris: /usr/local/bin %
>