Microsoft Agent is a set of programmable software services that supports the presentation of interactive animated characters within the Microsoft Windows interface. Developers can use characters as interactive assistants to introduce, guide, entertain, or otherwise enhance their web pages or applications in addition to the conventional use of windows, menus and controls.

You can download the SDK and get more information from http://msdn.microsoft.com/en-us/library/ms695784(VS.85).aspx.