After a bright start, Liverpool took the lead inside three minutes. Agger beat the offside trap to glance home Stewart Downing's cross.
Just 10 minutes later, the away side doubled their lead. From a long ball, Daniel Sturridge played a one-two with Philippe Coutinho before squaring it for the oncoming Henderson to tap into an empty net.
James Perch had a chance to reduce to deficit on 35 minutes, but his header drifted wide of the left-hand post from a good Massadio Haidara cross.
Cheik Tiote and Glen Johnson were involved in a scuffle towards the end of the first half as tempers flared on both sides.