As I understand, NO agent can do it, anyone dare, they will arrest them.
Go to immigration, tell them you are applying for a visa ( pick one that you will qualify for and require bank account balance) Ask them for a letter of permission,
If you are inside the country, there are other visa you can apply, go to immigration, ask for a letter of permission to open account, base on your application visa type that requires account balance. Then go to Bangkok Bank.
Well, if you want, go to Huahin, I will give you a contact to help you do it, she is an agent, she is very good and has contact in Immigration. And most importantly, she is very honest.