open services
Find the sql agent service in question
open it's properties
go to the logon tab
copy everything in the "This Account" box.
open com+
find the com+ application (you can also just right click "My computer" here and change the default for the whole system if you're lazy)
Go to properties
Go to COM security tab
Click edit default button in the "launch and Activation" permissions area
Click Add
Click "location'
Change from your domain to your local server.
Click ok
Paste the info you copied from the service logon tab above into box.
Click "check names"
It should change it to the name you need on it's own.
click ok.
done.