Having worked as the in house loan officer at a local real estate office, I can confirm Marc's answer below is accurate and that real estate agents do not usually interact with the utility company.. It seems that you may be concerned that the agent may have been involved in someway with the misuse of your name and information for turning on the utilities. Also, I am wondering if you know who the owner of the property is?
Aside from that, it sounds like you have been the victim of identity theft, and you should take the appropriate steps to protect yourself. I am posting a link to the Federal Trade Commission's website that provides information on the steps to take to protect yourself, and report this illegal activity.
I would actually contact the utility company first (if you have not already done so) and inform them that you are a victim of identity theft, and this is not your account and request information from them on what you need to prove identity theft. Step four of the link that I posted also instructs you to file a police report. Keep a copy of this for the future. I hope this helps.