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In agent based e-commerce applications, it is challengable to employ one mobile agent to complete all transactions including payments due to the security consideration. In this paper, we propose a new agent-assisted secure payment protocol, which is based on SET payment protocol and aims at enabling one dispatched consumer-agent to autonomously complete the payment on behalf of the cardholder with multiple merchants. This is realized on the basis of Signature-Share scheme, Signcryption-Share scheme, and a set of security mechanisms. On one hand, the dispatched consumer-agent is able to autonomously complete the deal and the payment on behalf of the cardholder with multiple merchants for buying multiple products. On the other hand, transaction records with merchants are protected against malicious hosts.