Jenny, In today's day and age I can't unmderstand why any agent would put a "key combo" lock on your home. Your agent should be using the technology of the local realtor's board and the lockboxes provided by them. They are the highest technology and protect you, your family and your home. With all of the people that have access --- both legally and illegally to the internet lockbox combos are not a safe bet. If your agent puts the combo in, even if it is under "confidential remarks" there is the chance that someone who shouldn't have the info can get it. If agents must call to get the combo- how does the agent know they are a real agent? Are they going to go into the MLS and see if they are active? And then, how do they know who is really calling?
The up-to-date lockboxes require agents to have an access code and card, which is updated- in my area- DAILY. Once an agent enters the home it can be tracked by computer as to who was in the home and at what time.
If your agent is not using a Realtor's Association Lockbox I question whether you are working with a professional or someone who just has their license and "does this on the side." In this market, you want a full time professional who has access to the latest technology- both for your protection and to market your property to the largest base of buyers.