I agree with cata - you should let the agent know that your house is only to be shown if you have given permission for that particular visit. Whenever we've sold a home & still been living there, we've made sure that the agent knew not to just do a drop by!
One really good reason is that you might be in the bath or sleeping

Don't laugh - this happened to my mom when she was selling her house last year. The agent called from her car from a block away, didn't get an answer & just dropped by with three young guys. My poor mom - she was in the shower and came out to hear these voices talking in the hallway. So she snuck to her bedroom door, locked it & then called the police. She had to get dressed while she was on hold with 911 and boy was she embarrassed when the police showed up and it was the agent and these guys who had been interested in her house. When the agent gave her some lip about how her house was supposed to be available at all times for showing, she dumped the agent & got a new one who didn't mind calling in advance (and not just from a block away in her car).
She was still able to sell her house for a little more than what she was asking right after an open house, so individual showings really didn't seem to matter. Come to think of it - the last two houses we've owned, we've put in bids right after an open house event too & that's how our last home sold.
