Hello Suraj,
the error says only, that the agent is not registered at the gateway. Could you please unregister the agent with "sapccmsr -U", move all files from the agents working directory to another place and start the registration again with "sapccmsr -R" (without creating csmconf file)? The agent will ask you all required information, for "load balancing" during the agent registration please choose "no". If you will get any errors during registration could you please share the exact error text?
Which agent you have downloaded - a Unicode or a non-Unicode one? If SAPHOSTAGENT was started once, then the integrated sapccmsr agent has already created a non-Unicode CCMS shared memory segment and a Unicode standalone sapccmsr agent will not able to connect to the segment.
Regards,
Alwina