Mobile agent technology has great potential in network, distributed systems and Grid. Agent mobility presents challenges to the design of efficient message transport protocols for mobile agent communications. Currently, in all mobile agent communication protocols, the urgent message could not get the response first. Furthermore, the overloading problem of the mobile agent was not taken into account. An improved mailbox-based mobile agent communication scheme is proposed in this paper. It can overcome message loss and ensure the message delivering reliability, provide an effective solution to overloading problem of the mobile agent and ensure that urgent message gets priority processing. This algorithm can also decrease the message waiting time effectively and reduce the resources occupied over the network dynamically. Furthermore, the mobile agent can be updated automatically in this algorithm. Additionally, it provides a better way to deploy agent applications on the Internet and the Grid. In our scheme, agent actions and behaviors are all visible and predictable.