You need to join the tables:
SELECT A.Agent_Name, C.Country_Name, J.Job_Type
FROM Line_Items LI, Agents A, Country C, Job J
WHERE LI.Agent_ID = 1 AND LI.Agent_ID = A.Agent_ID AND
LI.Country_ID = C.Country_ID AND LI.Job_ID = J.Job_ID
Also, consider using a view, like so:
CREATE VIEW Line_Items_Detail
AS
SELECT LI.Agent_ID, A.Agent_Name, C.Country_Name, J.Job_Type
FROM Line_Items LI, Agents A, Country C, Job J
WHERE LI.Agent_ID = 1 AND LI.Agent_ID = A.Agent_ID AND
LI.Country_ID = C.Country_ID AND LI.Job_ID = J.Job_ID
Then, using the view, your query is as simple as:
SELECT Agent_Name, Country_Name, Job_Type
FROM Line_Items_Detail
WHERE Agent_ID = 1
With any of these queries, you can the use the PHP code that you wrote to output the results.
Hope it helps.
EDIT
Using the first query, your PHP would be something like this (simplified):
$query = "SELECT A.Agent_Name, C.Country_Name, J.Job_Type FROM Line_Items LI, Agents A, Country C, Job J WHERE LI.Agent_ID = 1 AND LI.Agent_ID = A.Agent_ID AND LI.Country_ID = C.Country_ID AND LI.Job_ID = J.Job_ID";
$result = mysql_query($query);
while($row = mysql_fetch_query($result)) {
echo "Agent:" . $row['Agent_Name']."<br>";
echo "Country:" . $row['Country_Name']."<br>";
echo "Job:" . $row['Job_Type']."<br>";
}
Of course, you need to change the LI.Agent_ID
if you need a different ID. You can just use a placeholder for it and replace for the correct ID, or concatenate the correct ID to the query.