Elite Agent is unlocked after completing the game on Agent. From the Main Menu, Extras > Change Difficulty > Elite Agent. Make sure you do NOT start a new save; continue the game by using Chapter Select. This will allow you to keep all of your upgraded weapons and attachments for the playthrough.
You shouldn't run into any problems with your Elite Agent playthrough except for a few deaths from some of the bosses. The Elite Guards and bosses may be a pain sometimes but you shouldn't have a problem as long as you make good use of your attachments.
Elite Agent Tips:
- Upgrade your weapons and attachments! This is extremely helpful and the upgraded attachments will help you tremendously during boss fights.
- The Std. Issue 1995, BANGer, and Tribarrel are probably the best guns in the game so try to use those for most of the playthrough.
- Taking cover is useless at times when you are low on health. Try to kill the aliens as fast as you can to gain health pick-ups.