I got it working. For some reason I needed to use the 32 bit agent on my 64 bit systems.
You download the agent from:
http://www.zabbix.com/download.php
extract the zabbix_agentd.exe to a folder like c:\zabbix
in the c:\zabbix folder create a file called:
zabbix_agentd.win.conf
The file needs to contain:
Server=xx.xx.14.212 #the IP address of your Zabbix server
ServerActive=xx.xx.14.212 #the IP address of your Zabbix server
Hostname=yourinternalservername #the name here has to match the name that you configure on the Zabbix server
once you save the file you run:
c:\zabbix\zabbix_agentd.exe --config c:\zabbix\zabbix_agentd.win.conf --install
net start "zabbix agent"
If you open services.msc you should see the Zabbix service and it should be running.