Read your paperwork, line by line. The lease with option should be covered in your listing agreement. The fee that your agent with get for the lease part of the transaction is very minimal and probably won't quite cover his/her expenses if they have advertised your property.
It would probably be best to go along with your agent. The agent can make sure the paperwork is done properly and make sure that you are not getting into a losing situation. Lease options in this market are becoming more and more common and it may be your best bet .... more