This paper considers the use of software mobile agents as proxy agents, to provide seamless mobility and cater for heterogeneous devices and network characteristics. We specifically consider the use of mobile agents within the Mobile Aware ARCHitecture (MARCH) framework [8]. We show how a mobile proxy agent can be used within the March Framework and we try to evaluate the impact of agent migration when it is used as a relay proxy for an mpeg layer 3 audio streaming application. We first try to isolate the agent migration contribution to the audio loss and we propose a possible solution to minimise this audio loss.