Am I illegal now?!

I am working for a company that is sponoring my H-1B effective on 10/1/08. However, my payroll has been put to another staffing agent by the company since Feb for its convenience. Now the company still wants to pay me through the agent. I dare not to take the money unless it is directly paid by the company.

Now the question is: if I cash the paycheck from the agent, am I no long legal?!

Thanks,

anotherChinese