Update SQL Server Agent Error Log location in SQL Server 2005

USE [msdb]

sp_configure 'Agent XPs', 1;
GO
RECONFIGURE
GO
sp_configure

GO

EXEC msdb.dbo.sp_set_sqlagent_properties @errorlog_file=N'S:\Microsoft SQL Server\MSSQL.1\MSSQL\LOG\SQLAGENT.OUT'

GO