The term "Intelligent agents" is really an umbrella description for a body of research and development into software and/or hardware that emphasizes artificial intelligence (AI) techniques to perform information filtering and other autonomous tasks for users.
Intelligent agents may come in various shapes and forms such as knowbots, softbots, taskbots, personal agents, shop-bots, information agents, etc. For example, an information agent might analyze its owner's surfing patterns and crawl the web in search of information that might be of interest to him or her. Shop-bots are currently already available and will search the web for the best prices on items such as books, or CDs.
As intelligent agents become more advanced and prevalent in society, there will inevitably arise some interesting ethical and social aspects to their use. If you relinquish some responsibility to an intelligent agent, you will need to be aware of the authority that you are transferring to them. Imagine if your shop-bot had purchased the entire six seasons worth of the X-Files on DVD because it was a good price -- but you don't even own a DVD player!