The Microsoft Agent control does not unload a character object (release the reference) when its associated character file fails to load. If you want to retry loading the character, you must explicitly call Unload before you call Load the second time. If you attempt this from a webpage script, you also need to precede the Unload call with an On Error Resume Next statement, or the Unload call will also fail. (Note that JScript has no On Error Resume Next statement.)
However, you may not need to include code to immediately retry loading a character when the file fails to load. Microsoft Internet Explorer and the Microsoft Agent server component automatically attempt to retry several times, so the chances that your retry will result in a successful load are remote. A better strategy is to wait (set a timer) a few seconds before you retry.