It might depend on if you signed a contract of exclusivity with that agent. If you did, see if there is a clause that enables you to back out with written notice (most agent contracts have such a clause). If not, you may need to wait until the term of your contract is nearly up. Most agent contracts are for a year. I would say wait until about a month or so until the contract will expire, and begin shopping. By the time you have another interested agent, your contract will be up.
If you aren't under contract, then you're free to leave at any time with written notice.
I have read some other threads in this forum that said it also depends on how much your current agent has actually done on your behalf. The less they've accomplished for you, the more right you have to start shopping elsewhere, regardless of whether the contract has run out or not.