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Sources said the agent was inside his South Ozone Park home Wednesday morning when he saw three men break into his car and take the radio.

They said the agent opened fire on the men as they fled the scene but wasn't sure if he had actually hit anyone.

The men managed to get away.

A short time later, a man with a gunshot wound arrived at a Brooklyn hospital.

"We have three people that we are talking to," said Police Commissioner Ray Kelly. "One individual who was shot went into Brookdale Hospital. He's being detained there. He was shot in the back. We believe that this individual may have a connectivity to that incident."

The man who was shot is expected to survive.

No arrests have been made.

The FBI confirmed an agent was involved in the shooting and said the matter is under investigation.