I don't think MAX has anything to do with it though it's possible that the Agilent program is using VISA. Those ActiveX emthods and properties can be run from just about anywhere. You could call them from Excel if you wanted. Just in case, you can go ahead and add the connection in MAX. Ethernet instruments are not automatically added so open MAX and right click on Devices and Interfaces. Select Create New>VISA TCP/IP Resource.
With the Agilent software, did you get any kind of instructions on how to set things up on a remote pc? I still think the problem lies somewhere in the Agilent setup and has nothing to do with any NI software.