@Silk ***
I have read different things on this topic.
Some people state they could not open a bank account now without an agent, others state it is still possible, so depending on where you are try them and see.
It is a year and a half since I opened my account, so things could have changed, but I still had to go to several banks and branches of banks to find one willing to open, even though I had the letter from immigration and everything.
The bank account was the most difficult part of the visa process, everything else is just filling in simple forms and providing your documents at the correct time.
Good luck, I hope you get it sorted.