Sorry, only just read this. The estate agent is, I would presume, only acting as an agent for the landlord. The agent would only be holding the deposit on the landlord's behalf. You should chase the landlord for payment as it is his responsibility. If necessary the landlord would need to chase the agent to get his money back. Your contract is with the landlord not the agent, who is only acting on his behalf.
Was the deposit held in a deposit protection scheme, which it should have been if you took on the tenancy or signed a new one since April 2007?
Why are you owed one month's rent?