Combine Installers.

How about combining the installer for the agent and the app(console). When a user installs it prompts them to install either agent, console or both (defaults to both), with clear explanations of which does what.

There's no harm in having a standalone installer for the agent too.

Many times I've had people I'm supporting download the console rather than the agent. 

It's important to understand the mental state of people requesting support. Usually they are mildly agitated at best, down right angry at worst, by the time they contact you, so it's important to streamline the process as much as possible.