You're not on a payroll because you're not an employee - the agency work for you finding you clients and arranging bookings which is why you are paying them a chunk of your earnings. You have the same workers rights as any self employed person working by themselves but the agency have no obligations to you because technically you are employing them.

Dandan, are you saying that you are being paid by the agency and not directly by the punters? This shouldn't really be happening - you ought to be getting cash directly from your client before you do any work, and paying the agency it's commission afterwards.