I don’t think there is any “agency” relationship that is established through the act of showing a home. If you didn’t sign any paper acknowledging him/her as your agent, I think you’re fine.
Of course – you should let the new agent know the situation, and don’t be suprised if you get a testy phone call from the other agent if he finds out.
Still – it’s a little unfair to the first agent if he unearthed the house for you. Also – is this new agent a friend/acquaintance of some kind? If so – that’s also a little unfair. But, I don’t think there’s anything keeping you from doing it from a contractual/legal standpoint.