Most colleges,
from what I understand, have some kind of basic film classes.
It's a good place to start and form a base network.
Having a foundation in several elements of the film making process will help you out in all kinds of ways.
SO, yeah, taking a few classes is a good place to start.
Screenwriting is a craft that you learn mostly by doing.
By trial and error and rubbing elbows with other people that are involved in it. There are several really strong screenwriting sites and forums and loads of articles and tips on the net.
A study of them will give you, for FREE, tons more then any class could ever.
(links coming)
Read scripts. Lots and lots of scripts.
And then, just start writing.
Brainstorm out your ideas, jot down scenes, characters, dialogs, what ever enters your mind. Discount NOTHING until you've mulled it over for a bit.
Then form your core conflict and write down an outline or treatment for the three seperate acts.
Don't worry about format yet, just capture the power of your idea.
When you've grasped the basic ideas of scripting then start working your outlines into script pages.
As to getting an agent....
Whoa, slow down there. That is a ways away. Get at least five scripts DONE, where you know they are the best they can be, and have several more that are in near stages of being "finished". You want to make sure you have plenty to over the industry. Several great stories for them to pick from and see your varity. If they don't like the first script you pull out you'll want a second, a third, a fourth, and then back ups.
A decent way of entering the industry is through contests.
(there are links in threads about contests)
You can network with people who are working in other sides of the industry.
And you can query your batookie off.
If, IF, I F you've come up with a great concept and a killer script then it could go some where.
If you really want to do this, Settle in for the long haul.
Lots of luck to you and happy writing.