Agent is not been triggered

I´ve created a Agent, which should copy a RefNum from Order Release to Shipment. I´ve selected "Shipment Created" as Event. But my agent is not triggered by this, if I select a different event, it works. I have the problem that when I create an agent and select e.g. Order Created or Shipment Created as the event, my agent is never triggered.

Does anyone have any idea what the problem could be?