uhhhh well since the agents reside in the Matrix
hey havean almost absolute control of the physics and
such , though they still adhere to some basic physical
principles like gravity and friction and so on.. But since
they are practically indescructable on a purely
physical realm with in the matrix , it doesn't mean that
they can't be detroyed in a way that some computer
programs can be. Agents also move pretty fast..so when
morpheus says that bnullets have hit nothing but air he
means that they move fast enough to dodge the bullets
and such. Hope that helps...