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The main driving force for the rapid acceptance rate of small sized mobile devices to do e-commerce is its increased convenience and efficiency in performing simple transactions compared with the stationary machines. Two of the weaknesses of this type of e-commerce are: (1) due to its small size, a mobile device can easily get lost and get stolen; (2) and it is neither very convenient nor cheap for a mobile user to perform transactions that require more than just a few messages, scanning of catalogues, or negotiations. Personal identification numbers (PIN) are currently used both for protection of the devices and for authentication of the user to solve (1). Sophisticated thefts might still uncover the PIN inside the mobile devices. (2) has not deserved much attention by the research community so far. We propose to use agent technology to cope with both problems. The related protocols are presented and the improvements on the security over the existing schemes are studied.