Travel agents usually know what they're talking about but, if you're worried, download the visa application form here:
http://www.kenyahighcommission.net/pdfiles/V12 007.pdf
Post it, together with your passport, a copy of your holiday booking, a passport photograph and the �30 fee (in postal orders, or using a building society cheque/banker's draft - not a personal cheque), to the address on the form. Also enclose a pre-paid recorded delivery or special delivery envelope (available from any post office) for the return of your passport and visa. It should be back with you in about a week.
Chris