Ok, I will make comments on your three bolded items, in order:
1) Were you trying to install the Exchange agent on the exchange server? If so, you were just confused(as a lot of people are) in this situation. The Exchange "agent" is really a license which allows code to be used to backup exchange data correctly. There is no agent to push, you need to push the "Remote Agent" to any servers you need to protect. The Exchange Agent license just allows the Remote Agent to function with Exchange data. Either way, if you installed the BE media server on the Exchange server it installs Remote Agent by default... you should be fine here.
2) Download the 9.1 Upgrade as it will include the SP1 for 9.0 by default as part of the upgrade process.
3) See above
One question, I may have just missed it but you say you cannot backup Exchange items, or see them. Just to clarify, are you trying to select the items and being denied access, or are they simply not showing up? Is this the same when viewing remotely as well as locally on the media server? And of course the basic question, you do have full rights to exchange correct? All the way up and down the exchange organization as well as rights to a mailbox?