As others have stated, unless the agent requires or requests exclusivity, it's not necessary to share that the manuscript is being reviewed elsewhere. Agents I've talked to have indicated that they assume that the manuscript is being circulated unless they ask for an exclusive. I don't know that every agent does this, but it would seem to make sense.
As far as naming specific agents, I've never been confronted with that particular situation, but my gut reaction is DON'T DO IT. It just seems like a bad idea to me for some reason. I hope some others can weigh in on that dilemma.
Kristen