On SQL Server 2008, when I went to create my first Maintenance Plan I got an error message that said:

'Agent XPs' component is turned off as part of the security configuration for this server.  A system administrator can enable the use of 'Agent XPs' by using sp_configure.  For more information about enabling 'Agent XPs', see "Surface Area Configuration" in SQL Server Books Online.

To turn them on, all you have to do is run this script:

USE master
GO
sp_configure 'show advanced options', 1
GO
RECONFIGURE
GO
sp_configure 'Agent XPs', 1
GO
RECONFIGURE
GO

After running the script you should see messages like the ones shown below: